+344.1%
NEM vs OVV
+58.9%
+285.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | -6.4% | +8.0% | -14.5% | -6.9% |
| 30D | +1.4% | -2.0% | +3.5% | +1.4% |
| 3M | -0.7% | +5.4% | -6.1% | -1.3% |
| 6M | -4.5% | +14.3% | -18.7% | -5.8% |
| YTD | +14.0% | +69.4% | -55.4% | +8.8% |
| 1Y | +27.3% | +72.4% | -45.1% | +21.2% |
| 3Y | +250.5% | +58.4% | +192.1% | +233.2% |
| 5Y | +121.1% | +106.1% | +15.0% | +105.0% |
| All | +344.1% | +58.9% | +285.3% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling