+72.7%
NEM vs OVV
+61.5%
+11.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +23.1% | +11.7% | +11.3% | +24.1% |
| 3M | +18.5% | +9.8% | +8.7% | +19.4% |
| 6M | +7.8% | +26.6% | -18.8% | +5.5% |
| YTD | +29.1% | +67.0% | -37.9% | +20.8% |
| 1Y | +72.7% | +55.9% | +16.7% | +59.9% |
| All | +72.7% | +61.5% | +11.1% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling