+43.7%
XLP vs OVV
+35.0%
+8.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | +3.5% | -14.9% | +18.4% | +3.9% |
| 30D | +11.6% | -0.9% | +12.5% | +11.5% |
| 3M | +7.6% | +5.6% | +2.1% | +7.3% |
| 6M | +10.0% | -2.5% | +12.5% | +9.9% |
| YTD | +19.7% | +57.8% | -38.1% | +16.9% |
| 1Y | +23.5% | +70.1% | -46.6% | +20.1% |
| All | +43.7% | +35.0% | +8.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling