+909.5%
XLI vs OVV
+162.8%
+746.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.7% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | -5.9% | +11.7% | -17.7% | -8.1% |
| 3M | -0.3% | +9.8% | -10.1% | -2.5% |
| 6M | +0.1% | +26.6% | -26.4% | -5.4% |
| YTD | +13.6% | +67.0% | -53.4% | +1.4% |
| 1Y | +17.2% | +55.9% | -38.7% | +5.6% |
| 3Y | +68.2% | +45.5% | +22.7% | +50.3% |
| 5Y | +80.7% | +157.3% | -76.6% | +37.2% |
| 10Y | +253.3% | +65.0% | +188.3% | +123.5% |
| All | +909.5% | +162.8% | +746.7% | +378.7% |
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