+327.7%
XLF vs OVV
+146.6%
+181.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.7% | -10.7% | +11.5% | +3.3% |
| 30D | +6.0% | -5.3% | +11.2% | +7.0% |
| 3M | +1.0% | +2.4% | -1.4% | -0.1% |
| 6M | +14.0% | +5.7% | +8.3% | +11.4% |
| YTD | +7.2% | +56.8% | -49.6% | -5.4% |
| 1Y | +11.6% | +59.3% | -47.7% | -2.0% |
| 3Y | +81.2% | +49.0% | +32.2% | +57.1% |
| 5Y | +57.9% | +88.1% | -30.2% | +21.7% |
| 10Y | +234.4% | +42.5% | +191.9% | +101.3% |
| All | +327.7% | +146.6% | +181.1% | +78.4% |
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 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