-74.9%
NKE vs OVV
+162.0%
-236.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -2.3% | -3.8% | +1.5% | -1.7% |
| 30D | -10.4% | +1.3% | -11.6% | -10.6% |
| 3M | -15.5% | +14.3% | -29.8% | -17.8% |
| 6M | -32.6% | +21.1% | -53.7% | -35.5% |
| YTD | -39.8% | +66.0% | -105.8% | -46.0% |
| 1Y | -47.6% | +59.3% | -106.9% | -52.7% |
| 3Y | -59.0% | +47.6% | -106.6% | -63.5% |
| 5Y | -74.9% | +162.0% | -236.9% | -79.6% |
| All | -74.9% | +162.0% | -236.9% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling