+213.9%
NRG vs OVV
+52.7%
+161.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +3.9% | -3.8% | +7.6% | +5.0% |
| 30D | -3.0% | +1.3% | -4.3% | -3.5% |
| 3M | -10.9% | +14.3% | -25.3% | -15.1% |
| 6M | -25.3% | +21.1% | -46.4% | -31.2% |
| YTD | -26.8% | +66.0% | -92.9% | -40.8% |
| 1Y | -23.3% | +59.3% | -82.6% | -37.4% |
| All | +213.9% | +52.7% | +161.2% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling