+152.6%
XRT vs OVV
+48.9%
+103.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.5% | -10.7% | +13.2% | +4.3% |
| 30D | +10.3% | -5.3% | +15.6% | +11.0% |
| 3M | +2.4% | +2.4% | 0.0% | +1.5% |
| 6M | +10.0% | +5.7% | +4.3% | +8.1% |
| YTD | +9.5% | +56.8% | -47.2% | +0.1% |
| 1Y | +17.2% | +59.3% | -42.1% | +6.6% |
| 3Y | +62.0% | +49.0% | +13.0% | +46.5% |
| 5Y | -2.1% | +88.1% | -90.2% | -17.3% |
| 10Y | +152.6% | +42.5% | +110.0% | +85.9% |
| All | +152.6% | +48.9% | +103.7% | +85.9% |
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