+621.7%
XLU vs OVV
+162.8%
+458.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | -1.3% | +11.7% | -13.1% | -2.6% |
| 3M | -1.3% | +9.8% | -11.1% | -2.5% |
| 6M | -7.6% | +26.6% | -34.2% | -10.4% |
| YTD | +2.3% | +67.0% | -64.8% | -3.9% |
| 1Y | +5.8% | +55.9% | -50.2% | -0.1% |
| 3Y | +50.5% | +45.5% | +5.0% | +41.2% |
| 5Y | +44.1% | +157.3% | -113.2% | +22.8% |
| 10Y | +138.2% | +65.0% | +73.2% | +78.9% |
| All | +621.7% | +162.8% | +458.9% | +220.7% |
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