+327.0%
XLF vs OVV
+162.8%
+164.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +0.2% | +11.7% | -11.6% | -2.5% |
| 3M | +11.7% | +9.8% | +1.9% | +8.7% |
| 6M | +13.8% | +26.6% | -12.8% | +6.5% |
| YTD | +7.0% | +67.0% | -60.0% | -6.5% |
| 1Y | +9.1% | +55.9% | -46.8% | -3.5% |
| 3Y | +75.6% | +45.5% | +30.1% | +53.4% |
| 5Y | +66.4% | +157.3% | -90.9% | +19.1% |
| 10Y | +250.3% | +65.0% | +185.3% | +102.0% |
| All | +327.0% | +162.8% | +164.2% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling