+215.2%
XLY vs OVV
+56.5%
+158.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | -4.2% | +0.8% | -5.0% | -4.3% |
| 3M | -2.7% | +13.3% | -15.9% | -4.6% |
| 6M | -0.6% | +16.9% | -17.6% | -3.4% |
| YTD | -5.0% | +64.3% | -69.3% | -12.2% |
| 1Y | -4.1% | +54.2% | -58.3% | -10.7% |
| 3Y | +33.6% | +51.3% | -17.7% | +22.8% |
| 5Y | +28.7% | +154.3% | -125.5% | +8.0% |
| All | +215.2% | +56.5% | +158.7% | +129.9% |
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