+533.2%
XYZ vs OVV
+97.2%
+436.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -1.0% | +0.3% | -1.2% | -1.1% |
| 30D | -1.7% | +11.7% | -13.4% | -4.1% |
| 3M | +16.7% | +9.8% | +6.9% | +13.7% |
| 6M | +26.9% | +26.6% | +0.3% | +19.1% |
| YTD | +27.1% | +67.0% | -39.9% | +12.3% |
| 1Y | +9.3% | +55.9% | -46.7% | -2.5% |
| 3Y | +42.3% | +45.5% | -3.2% | +26.6% |
| 5Y | -69.3% | +157.3% | -226.7% | -75.6% |
| 10Y | +586.8% | +65.0% | +521.8% | +367.2% |
| All | +533.2% | +97.2% | +436.0% | +226.9% |
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 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