+191.3%
XOM vs OVV
+55.1%
+136.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | 0.0% | -3.8% | +3.8% | +1.3% |
| 30D | +3.4% | +1.3% | +2.2% | +3.0% |
| 3M | +11.0% | +14.3% | -3.3% | +6.2% |
| 6M | +10.6% | +21.1% | -10.5% | +4.0% |
| YTD | +39.2% | +66.0% | -26.8% | +18.3% |
| 1Y | +52.7% | +59.3% | -6.6% | +31.0% |
| 3Y | +56.8% | +47.6% | +9.2% | +34.7% |
| 5Y | +261.8% | +162.0% | +99.8% | +154.6% |
| 10Y | +191.3% | +56.5% | +134.8% | +62.6% |
| All | +191.3% | +55.1% | +136.2% | +62.6% |
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