+129.8%
NOK vs OVV
+55.1%
+74.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +9.3% | -3.8% | +13.1% | +9.9% |
| 30D | +17.9% | +1.3% | +16.6% | +17.6% |
| 3M | -22.3% | +14.3% | -36.7% | -24.0% |
| 6M | +36.4% | +21.1% | +15.3% | +32.4% |
| YTD | +66.3% | +66.0% | +0.3% | +54.6% |
| 1Y | +134.4% | +59.3% | +75.1% | +118.4% |
| 3Y | +186.6% | +47.6% | +139.0% | +165.1% |
| 5Y | +102.7% | +162.0% | -59.3% | +70.1% |
| 10Y | +129.8% | +56.5% | +73.3% | +65.2% |
| All | +129.8% | +55.1% | +74.7% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling