+235.2%
XLI vs OVV
+48.9%
+186.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | -0.5% | -10.7% | +10.3% | +1.3% |
| 30D | -0.2% | -5.3% | +5.1% | +0.5% |
| 3M | -8.6% | +2.4% | -10.9% | -9.2% |
| 6M | -2.0% | +5.7% | -7.6% | -3.6% |
| YTD | +9.7% | +56.8% | -47.0% | +0.5% |
| 1Y | +11.4% | +59.3% | -47.9% | +1.6% |
| 3Y | +74.2% | +49.0% | +25.2% | +57.8% |
| 5Y | +70.0% | +88.1% | -18.2% | +42.8% |
| 10Y | +235.2% | +42.5% | +192.7% | +126.9% |
| All | +235.2% | +48.9% | +186.4% | +126.9% |
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