+2,126.9%
XLK vs OVV
+166.6%
+1,960.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +3.4% | +8.0% | -4.7% | +2.0% |
| 30D | -10.6% | -2.0% | -8.5% | -10.4% |
| 3M | -10.6% | +5.4% | -16.1% | -11.7% |
| 6M | -3.5% | +14.3% | -17.8% | -6.3% |
| YTD | +18.7% | +69.4% | -50.7% | +6.9% |
| 1Y | +19.4% | +72.4% | -52.9% | +7.1% |
| 3Y | +94.5% | +58.4% | +36.1% | +73.9% |
| 5Y | +111.2% | +106.1% | +5.1% | +73.5% |
| 10Y | +707.2% | +59.6% | +647.6% | +445.9% |
| All | +2,126.9% | +166.6% | +1,960.3% | +895.7% |
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