+32.4%
XLY vs OVV
+51.8%
-19.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -3.9% | -2.9% | -1.0% | -3.5% |
| 30D | -6.1% | +0.9% | -7.0% | -6.2% |
| 3M | -1.2% | +11.0% | -12.2% | -2.8% |
| 6M | -1.8% | +22.3% | -24.1% | -5.9% |
| YTD | -5.9% | +65.1% | -70.9% | -15.6% |
| 1Y | -3.1% | +53.1% | -56.2% | -12.0% |
| All | +32.4% | +51.8% | -19.4% | +16.7% |
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 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