+217.7%
XLF vs OVV
+58.9%
+158.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +2.7% | +8.0% | -5.4% | +1.2% |
| 30D | +7.6% | -2.0% | +9.7% | +7.8% |
| 3M | +1.1% | +5.4% | -4.3% | -0.3% |
| 6M | +15.9% | +14.3% | +1.6% | +12.2% |
| YTD | +8.4% | +69.4% | -61.0% | -3.2% |
| 1Y | +12.5% | +72.4% | -59.9% | 0.0% |
| 3Y | +81.6% | +58.4% | +23.2% | +60.4% |
| 5Y | +59.3% | +106.1% | -46.8% | +28.0% |
| All | +217.7% | +58.9% | +158.8% | +93.1% |
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