+101.4%
XLP vs OVV
+63.7%
+37.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -0.9% | +11.7% | -12.6% | -1.5% |
| 3M | +3.8% | +9.8% | -6.0% | +3.1% |
| 6M | -1.7% | +26.6% | -28.3% | -3.3% |
| YTD | +10.3% | +67.0% | -56.8% | +6.6% |
| 1Y | +7.8% | +55.9% | -48.1% | +4.5% |
| 3Y | +27.2% | +45.5% | -18.3% | +22.7% |
| 5Y | +32.5% | +157.3% | -124.8% | +21.4% |
| All | +101.4% | +63.7% | +37.7% | +62.1% |
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