+639.3%
XLU vs OVV
+164.5%
+474.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.3% |
| 7D | +1.2% | +6.5% | -5.4% | +0.5% |
| 30D | +4.6% | -2.7% | +7.3% | +4.8% |
| 3M | +0.7% | +3.1% | -2.5% | +0.1% |
| 6M | -1.7% | +12.8% | -14.5% | -3.4% |
| YTD | +4.8% | +68.1% | -63.4% | -1.8% |
| 1Y | +0.2% | +73.6% | -73.4% | -6.5% |
| 3Y | +58.9% | +57.6% | +1.3% | +47.6% |
| 5Y | +52.8% | +104.5% | -51.8% | +33.7% |
| 10Y | +160.9% | +58.4% | +102.5% | +98.1% |
| All | +639.3% | +164.5% | +474.8% | +227.7% |
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