-64.6%
XYZ vs OVV
+88.6%
-153.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.2% |
| 7D | +9.2% | -14.9% | +24.1% | +14.6% |
| 30D | +9.8% | -0.9% | +10.7% | +9.2% |
| 3M | -0.2% | +5.6% | -5.8% | -3.4% |
| 6M | +18.0% | -2.5% | +20.4% | +16.1% |
| YTD | +29.1% | +57.8% | -28.7% | +3.8% |
| 1Y | +14.1% | +70.1% | -56.0% | -11.6% |
| 3Y | +72.6% | +35.1% | +37.5% | +40.7% |
| 5Y | -64.6% | +86.1% | -150.7% | -77.0% |
| All | -64.6% | +88.6% | -153.2% | -77.0% |
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