+225.2%
XLF vs OVV
+51.8%
+173.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.5% | 0.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | +6.5% | -2.5% | +9.0% | +6.8% |
| 3M | +1.8% | +0.5% | +1.3% | +1.3% |
| 6M | +15.4% | +8.5% | +6.9% | +12.7% |
| YTD | +8.4% | +64.5% | -56.1% | -2.7% |
| 1Y | +11.9% | +64.7% | -52.8% | +0.3% |
| 3Y | +81.1% | +54.1% | +27.0% | +60.8% |
| 5Y | +59.5% | +95.4% | -35.9% | +29.4% |
| 10Y | +225.2% | +54.9% | +170.2% | +98.4% |
| All | +225.2% | +51.8% | +173.3% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling