+51.1%
NEM vs OVV
+75.2%
-24.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -5.6% | +15.5% | +9.0% |
| 7D | +3.7% | -12.1% | +15.8% | +1.9% |
| 30D | +2.0% | +2.9% | -0.9% | +2.0% |
| 3M | +21.1% | +3.7% | +17.4% | +21.6% |
| 6M | +9.5% | +0.6% | +8.9% | +10.0% |
| YTD | +19.1% | +62.5% | -43.4% | +15.5% |
| 1Y | +51.1% | +72.0% | -20.9% | +43.4% |
| All | +51.1% | +75.2% | -24.1% | +43.4% |
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