+509.7%
XLP vs OVV
+162.8%
+346.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +3.8% | +9.8% | -6.0% | +2.9% |
| 6M | -1.7% | +26.6% | -28.3% | -3.8% |
| YTD | +10.3% | +67.0% | -56.8% | +5.4% |
| 1Y | +7.8% | +55.9% | -48.1% | +3.5% |
| 3Y | +27.2% | +45.5% | -18.3% | +21.3% |
| 5Y | +32.5% | +157.3% | -124.8% | +17.8% |
| 10Y | +101.8% | +65.0% | +36.8% | +63.5% |
| All | +509.7% | +162.8% | +346.9% | +308.5% |
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