+82.5%
XOP vs OVV
-18.9%
+101.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +15.4% | +11.7% | +3.7% | +7.6% |
| 3M | +12.1% | +9.8% | +2.3% | +5.4% |
| 6M | +19.7% | +26.6% | -6.9% | +2.9% |
| YTD | +52.4% | +67.0% | -14.6% | +9.7% |
| 1Y | +47.6% | +55.9% | -8.4% | +10.5% |
| 3Y | +34.4% | +45.5% | -11.1% | +2.2% |
| 5Y | +154.4% | +157.3% | -3.0% | +27.7% |
| 10Y | +54.7% | +65.0% | -10.3% | -37.9% |
| All | +82.5% | -18.9% | +101.4% | +8.1% |
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