+1,176.6%
NTAP vs OVV
+146.7%
+1,029.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -15.1% | -16.7% | +1.6% | -11.1% |
| 30D | -28.1% | -1.5% | -26.6% | -27.9% |
| 3M | -11.4% | +1.6% | -13.0% | -12.1% |
| 6M | +52.2% | +2.0% | +50.2% | +50.3% |
| YTD | +60.4% | +56.8% | +3.6% | +41.9% |
| 1Y | +51.0% | +64.8% | -13.8% | +31.5% |
| 3Y | +135.6% | +38.3% | +97.3% | +109.2% |
| 5Y | +107.5% | +84.9% | +22.6% | +61.2% |
| 10Y | +608.6% | +54.5% | +554.1% | +322.4% |
| All | +1,176.6% | +146.7% | +1,029.8% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling