-25.3%
NRG vs OVV
+12.7%
-37.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -0.9% |
| 7D | +10.0% | +8.0% | +1.9% | +10.5% |
| 30D | -3.2% | -2.0% | -1.2% | -3.3% |
| 3M | -18.5% | +5.4% | -23.9% | -17.4% |
| 6M | -25.3% | +14.3% | -39.6% | -22.3% |
| All | -25.3% | +12.7% | -37.9% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling