+1,516.0%
NOC vs OVV
+162.8%
+1,353.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -5.2% | +0.3% | -5.4% | -5.2% |
| 30D | -7.2% | +11.7% | -18.9% | -8.5% |
| 3M | -5.1% | +9.8% | -14.9% | -6.4% |
| 6M | -31.1% | +26.6% | -57.6% | -33.4% |
| YTD | -8.6% | +67.0% | -75.6% | -14.7% |
| 1Y | -9.7% | +55.9% | -65.7% | -15.2% |
| 3Y | +24.3% | +45.5% | -21.2% | +15.6% |
| 5Y | +52.6% | +157.3% | -104.7% | +28.6% |
| 10Y | +183.6% | +65.0% | +118.6% | +112.4% |
| All | +1,516.0% | +162.8% | +1,353.2% | +920.5% |
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