+17.2%
XLI vs OVV
+61.5%
-44.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.3% |
| 7D | -1.1% | +0.3% | -1.3% | -1.0% |
| 30D | -5.9% | +11.7% | -17.7% | -5.3% |
| 3M | -0.3% | +9.8% | -10.1% | +0.5% |
| 6M | +0.1% | +26.6% | -26.4% | -0.4% |
| YTD | +13.6% | +67.0% | -53.4% | +10.5% |
| 1Y | +17.2% | +55.9% | -38.7% | +13.8% |
| All | +17.2% | +61.5% | -44.3% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling