+573.6%
NEM vs OVV
+146.7%
+426.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +13.4% | -16.7% | +30.1% | +17.1% |
| 30D | +6.5% | -1.5% | +8.0% | +6.4% |
| 3M | +14.9% | +1.6% | +13.4% | +14.0% |
| 6M | +5.5% | +2.0% | +3.5% | +4.0% |
| YTD | +21.9% | +56.8% | -34.9% | +9.8% |
| 1Y | +47.9% | +64.8% | -17.0% | +31.7% |
| 3Y | +238.2% | +38.3% | +199.9% | +204.9% |
| 5Y | +146.2% | +84.9% | +61.3% | +98.7% |
| 10Y | +309.3% | +54.5% | +254.8% | +160.0% |
| All | +573.6% | +146.7% | +426.9% | +150.8% |
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