+924.9%
NRG vs OVV
+58.9%
+866.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | +10.0% | +8.0% | +1.9% | +8.4% |
| 30D | -3.2% | -2.0% | -1.2% | -2.9% |
| 3M | -18.5% | +5.4% | -23.9% | -19.6% |
| 6M | -25.3% | +14.3% | -39.6% | -27.7% |
| YTD | -38.1% | +69.4% | -107.5% | -44.9% |
| 1Y | -40.7% | +72.4% | -113.1% | -47.5% |
| 3Y | +121.8% | +58.4% | +63.4% | +97.3% |
| 5Y | +209.2% | +106.1% | +103.1% | +152.7% |
| All | +924.9% | +58.9% | +866.0% | +560.6% |
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 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