-58.2%
NKE vs OVV
+47.2%
-105.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.1% | -3.7% | +3.7% | +0.4% |
| 30D | -7.7% | +8.0% | -15.6% | -8.6% |
| 3M | -10.9% | +11.3% | -22.2% | -12.4% |
| 6M | -31.9% | +24.0% | -55.9% | -34.7% |
| YTD | -38.6% | +65.3% | -103.9% | -44.4% |
| 1Y | -46.9% | +60.2% | -107.1% | -51.8% |
| 3Y | -58.2% | +46.9% | -105.1% | -62.7% |
| All | -58.2% | +47.2% | -105.4% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling