+736.3%
XLV vs OVV
+160.1%
+576.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -2.6% | -3.7% | +1.1% | -2.3% |
| 30D | +0.9% | +8.0% | -7.1% | 0.0% |
| 3M | +10.0% | +11.3% | -1.3% | +8.6% |
| 6M | +10.4% | +24.0% | -13.6% | +7.5% |
| YTD | +8.9% | +65.3% | -56.4% | +2.7% |
| 1Y | +23.4% | +60.2% | -36.8% | +16.5% |
| 3Y | +33.1% | +46.9% | -13.9% | +25.0% |
| 5Y | +33.3% | +158.7% | -125.5% | +14.1% |
| 10Y | +170.8% | +50.8% | +119.9% | +110.1% |
| All | +736.3% | +160.1% | +576.2% | +373.3% |
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