-4.7%
XRT vs OVV
+84.0%
-88.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +0.9% | -16.7% | +17.5% | +4.1% |
| 30D | +7.9% | -1.5% | +9.4% | +7.9% |
| 3M | -0.2% | +1.6% | -1.7% | -1.1% |
| 6M | +5.6% | +2.0% | +3.5% | +4.0% |
| YTD | +5.7% | +56.8% | -51.1% | -5.9% |
| 1Y | +14.6% | +64.8% | -50.3% | +0.7% |
| 3Y | +50.7% | +38.3% | +12.4% | +33.9% |
| All | -4.7% | +84.0% | -88.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling