+10.8%
XLI vs OVV
+58.4%
-47.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | -0.5% | -10.7% | +10.3% | -1.5% |
| 30D | -0.2% | -5.3% | +5.1% | -0.7% |
| 3M | -8.6% | +2.4% | -10.9% | -8.3% |
| 6M | -2.0% | +5.7% | -7.6% | -1.2% |
| YTD | +9.7% | +56.8% | -47.0% | +7.4% |
| All | +10.8% | +58.4% | -47.6% | +8.3% |
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