-49.1%
NKE vs OVV
+57.8%
-106.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -5.5% | -2.9% | -2.6% | -5.6% |
| 30D | -10.4% | +0.9% | -11.3% | -10.4% |
| 3M | -15.8% | +11.0% | -26.9% | -15.4% |
| 6M | -33.4% | +22.3% | -55.7% | -34.2% |
| YTD | -41.0% | +65.1% | -106.1% | -44.2% |
| 1Y | -49.1% | +53.1% | -102.2% | -51.9% |
| All | -49.1% | +57.8% | -106.9% | -51.9% |
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