+42.0%
XLP vs OVV
+84.0%
-42.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.3% |
| 7D | +0.7% | -16.7% | +17.4% | +1.6% |
| 30D | +10.3% | -1.5% | +11.8% | +10.2% |
| 3M | +6.5% | +1.6% | +5.0% | +6.3% |
| 6M | +8.4% | +2.0% | +6.3% | +8.0% |
| YTD | +18.2% | +56.8% | -38.6% | +14.8% |
| 1Y | +22.4% | +64.8% | -42.4% | +18.6% |
| 3Y | +41.9% | +38.3% | +3.6% | +37.4% |
| All | +42.0% | +84.0% | -42.0% | +34.1% |
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 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