+146.6%
XLK vs OVV
+162.0%
-15.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.3% | -3.8% | +6.1% | +3.0% |
| 30D | +0.8% | +1.3% | -0.4% | +0.6% |
| 3M | +4.1% | +14.3% | -10.3% | +1.3% |
| 6M | +34.8% | +21.1% | +13.6% | +29.1% |
| YTD | +30.8% | +66.0% | -35.2% | +17.7% |
| 1Y | +42.4% | +59.3% | -16.9% | +28.6% |
| 3Y | +121.8% | +47.6% | +74.2% | +98.2% |
| 5Y | +146.6% | +162.0% | -15.4% | +98.5% |
| All | +146.6% | +162.0% | -15.4% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling