+613.9%
NKE vs OVV
+158.7%
+455.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | -5.4% | +1.2% | -6.6% | -5.5% |
| 30D | +8.4% | -2.5% | +10.9% | +8.6% |
| 3M | -6.3% | +0.5% | -6.8% | -6.7% |
| 6M | -7.8% | +8.5% | -16.3% | -9.6% |
| YTD | -38.3% | +64.5% | -102.7% | -43.4% |
| 1Y | -37.3% | +64.7% | -102.0% | -42.7% |
| 3Y | -61.3% | +54.1% | -115.4% | -64.8% |
| 5Y | -74.8% | +95.4% | -170.3% | -78.6% |
| 10Y | -12.7% | +54.9% | -67.7% | -36.8% |
| All | +613.9% | +158.7% | +455.2% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling