-47.4%
NKE vs OVV
+61.5%
-108.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -1.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -8.6% | +11.7% | -20.3% | -8.4% |
| 3M | -11.0% | +9.8% | -20.8% | -10.6% |
| 6M | -33.2% | +26.6% | -59.8% | -34.3% |
| YTD | -38.1% | +67.0% | -105.2% | -41.8% |
| 1Y | -47.4% | +55.9% | -103.3% | -50.1% |
| All | -47.4% | +61.5% | -108.9% | -50.1% |
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