+597.3%
NEM vs OVV
+146.6%
+450.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +14.7% | -10.7% | +25.5% | +17.0% |
| 30D | +6.2% | -5.3% | +11.5% | +6.9% |
| 3M | +11.0% | +2.4% | +8.6% | +10.0% |
| 6M | +7.9% | +5.7% | +2.2% | +5.7% |
| YTD | +26.2% | +56.8% | -30.6% | +13.6% |
| 1Y | +51.5% | +59.3% | -7.8% | +35.8% |
| 3Y | +290.6% | +49.0% | +241.6% | +247.1% |
| 5Y | +153.1% | +88.1% | +65.0% | +103.6% |
| 10Y | +332.4% | +42.5% | +289.9% | +182.8% |
| All | +597.3% | +146.6% | +450.7% | +159.6% |
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