+127.5%
XLP vs OVV
+51.1%
+76.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | +3.5% | -14.9% | +18.4% | +4.4% |
| 30D | +11.6% | -0.9% | +12.5% | +11.5% |
| 3M | +7.6% | +5.6% | +2.1% | +7.2% |
| 6M | +10.0% | -2.5% | +12.5% | +9.9% |
| YTD | +19.7% | +57.8% | -38.1% | +16.0% |
| 1Y | +23.5% | +70.1% | -46.6% | +19.0% |
| 3Y | +44.0% | +35.1% | +8.8% | +39.4% |
| 5Y | +42.7% | +86.1% | -43.4% | +33.2% |
| All | +127.5% | +51.1% | +76.4% | +87.0% |
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