+24.6%
NOC vs OVV
+58.8%
-34.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +4.8% | +8.0% | -3.2% | +4.3% |
| 30D | +11.0% | -2.0% | +13.1% | +11.2% |
| 3M | -3.8% | +5.4% | -9.2% | -4.1% |
| 6M | +0.6% | +14.3% | -13.6% | -0.1% |
| YTD | -2.3% | +69.4% | -71.7% | -5.3% |
| 1Y | +0.3% | +72.4% | -72.1% | -2.9% |
| 3Y | +24.6% | +58.4% | -33.8% | +21.6% |
| All | +24.6% | +58.8% | -34.2% | +21.6% |
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 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