+127.9%
NOK vs OVV
+58.9%
+69.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +5.4% | +8.0% | -2.7% | +4.3% |
| 30D | -14.1% | -2.0% | -12.1% | -14.0% |
| 3M | -23.6% | +5.4% | -29.0% | -24.3% |
| 6M | -45.1% | +14.3% | -59.4% | -46.4% |
| YTD | +24.7% | +69.4% | -44.7% | +15.4% |
| 1Y | +19.0% | +72.4% | -53.3% | +9.7% |
| 3Y | +147.0% | +58.4% | +88.6% | +126.2% |
| 5Y | +58.2% | +106.1% | -47.9% | +36.5% |
| All | +127.9% | +58.9% | +69.1% | +71.1% |
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