+567.1%
XLP vs OVV
+155.6%
+411.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.6% | +9.0% | +3.8% |
| 7D | +5.9% | -12.1% | +18.0% | +6.9% |
| 30D | +13.5% | +2.9% | +10.6% | +13.1% |
| 3M | +8.4% | +3.7% | +4.7% | +7.9% |
| 6M | +11.5% | +0.6% | +10.9% | +11.1% |
| YTD | +20.6% | +62.5% | -41.8% | +15.5% |
| 1Y | +24.3% | +72.0% | -47.7% | +18.4% |
| 3Y | +45.1% | +39.1% | +5.9% | +38.8% |
| 5Y | +44.6% | +98.5% | -53.9% | +31.4% |
| 10Y | +133.1% | +60.1% | +73.0% | +89.6% |
| All | +567.1% | +155.6% | +411.5% | +347.4% |
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