+136.6%
XLU vs OVV
+57.3%
+79.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.2% | -2.9% | +1.7% | -1.0% |
| 30D | -2.5% | +0.9% | -3.4% | -2.6% |
| 3M | -2.7% | +11.0% | -13.8% | -3.4% |
| 6M | -7.5% | +22.3% | -29.7% | -8.8% |
| YTD | +0.9% | +65.1% | -64.1% | -2.4% |
| 1Y | +3.3% | +53.1% | -49.8% | +0.3% |
| 3Y | +47.3% | +46.7% | +0.6% | +42.1% |
| 5Y | +44.4% | +155.5% | -111.1% | +33.7% |
| All | +136.6% | +57.3% | +79.3% | +82.6% |
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