+528.0%
XRT vs OVV
-23.9%
+551.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +0.9% | -16.7% | +17.5% | +4.2% |
| 30D | +7.9% | -1.5% | +9.4% | +8.0% |
| 3M | -0.2% | +1.6% | -1.7% | -1.0% |
| 6M | +5.6% | +2.0% | +3.5% | +4.1% |
| YTD | +5.7% | +56.8% | -51.1% | -4.6% |
| 1Y | +14.6% | +64.8% | -50.3% | +2.2% |
| 3Y | +50.7% | +38.3% | +12.4% | +36.2% |
| 5Y | -4.8% | +84.9% | -89.7% | -21.8% |
| 10Y | +152.6% | +54.5% | +98.1% | +69.9% |
| All | +528.0% | -23.9% | +551.9% | +334.1% |
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