-24.0%
NKE vs OVV
+56.5%
-80.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.2% | -1.7% | -2.5% | -4.0% |
| 30D | -8.2% | +0.8% | -9.0% | -8.3% |
| 3M | -19.1% | +13.3% | -32.3% | -20.6% |
| 6M | -32.6% | +16.9% | -49.6% | -34.4% |
| YTD | -40.7% | +64.3% | -105.0% | -44.9% |
| 1Y | -48.9% | +54.2% | -103.0% | -52.1% |
| 3Y | -59.2% | +51.3% | -110.6% | -62.3% |
| 5Y | -75.3% | +154.3% | -229.6% | -78.9% |
| All | -24.0% | +56.5% | -80.5% | -42.5% |
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