+56.7%
NOC vs OVV
+84.0%
-27.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -5.8% | -16.7% | +10.8% | -3.7% |
| 30D | +10.9% | -1.5% | +12.4% | +11.1% |
| 3M | -7.1% | +1.6% | -8.7% | -7.4% |
| 6M | -5.3% | +2.0% | -7.4% | -5.9% |
| YTD | -6.8% | +56.8% | -63.6% | -12.8% |
| 1Y | -6.7% | +64.8% | -71.6% | -13.3% |
| 3Y | +17.2% | +38.3% | -21.1% | +9.2% |
| All | +56.7% | +84.0% | -27.3% | +33.0% |
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