-29.9%
NRG vs OVV
+57.8%
-87.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | -0.2% | -2.9% | +2.7% | -0.3% |
| 30D | -6.8% | +0.9% | -7.7% | -6.8% |
| 3M | -7.1% | +11.0% | -18.2% | -6.7% |
| 6M | -27.6% | +22.3% | -49.8% | -27.9% |
| YTD | -29.2% | +65.1% | -94.3% | -32.6% |
| 1Y | -29.9% | +53.1% | -83.0% | -33.6% |
| All | -29.9% | +57.8% | -87.7% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling