-40.6%
NKE vs OVV
+75.5%
-116.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.7% |
| 7D | -1.6% | +8.0% | -9.6% | -0.8% |
| 30D | +7.6% | -2.0% | +9.7% | +7.5% |
| 3M | -6.9% | +5.4% | -12.3% | -6.4% |
| 6M | -8.5% | +14.3% | -22.8% | -7.3% |
| YTD | -38.8% | +69.4% | -108.2% | -40.0% |
| 1Y | -40.6% | +72.4% | -112.9% | -41.4% |
| All | -40.6% | +75.5% | -116.1% | -41.4% |
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