+513.3%
XRT vs OVV
-18.9%
+532.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -4.2% | +11.7% | -15.9% | -6.3% |
| 3M | +5.1% | +9.8% | -4.7% | +2.8% |
| 6M | +2.4% | +26.6% | -24.1% | -3.1% |
| YTD | +3.2% | +67.0% | -63.8% | -7.6% |
| 1Y | +1.5% | +55.9% | -54.4% | -8.2% |
| 3Y | +40.6% | +45.5% | -4.9% | +26.2% |
| 5Y | -1.0% | +157.3% | -158.3% | -23.4% |
| 10Y | +128.4% | +65.0% | +63.4% | +51.5% |
| All | +513.3% | -18.9% | +532.2% | +320.6% |
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 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