+48.2%
XLU vs OVV
+52.7%
-4.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.6% | -3.8% | +4.4% | +0.9% |
| 30D | -0.4% | +1.3% | -1.7% | -0.6% |
| 3M | -1.7% | +14.3% | -16.1% | -2.9% |
| 6M | -7.1% | +21.1% | -28.2% | -9.0% |
| YTD | +1.9% | +66.0% | -64.1% | -3.4% |
| 1Y | +6.1% | +59.3% | -53.2% | +0.8% |
| All | +48.2% | +52.7% | -4.5% | +38.0% |
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