+615.4%
NKE vs OVV
+162.8%
+452.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -8.6% | +11.7% | -20.3% | -10.1% |
| 3M | -11.0% | +9.8% | -20.8% | -12.6% |
| 6M | -33.2% | +26.6% | -59.8% | -36.0% |
| YTD | -38.1% | +67.0% | -105.2% | -43.3% |
| 1Y | -47.4% | +55.9% | -103.3% | -51.3% |
| 3Y | -59.8% | +45.5% | -105.3% | -63.1% |
| 5Y | -74.2% | +157.3% | -231.6% | -78.9% |
| 10Y | -23.5% | +65.0% | -88.5% | -45.3% |
| All | +615.4% | +162.8% | +452.6% | +256.2% |
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