+1,266.3%
NVDL vs OVV
+42.6%
+1,223.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | -24.8% | +8.0% | -32.8% | -26.7% |
| 30D | -48.0% | -2.0% | -46.0% | -47.8% |
| 3M | -51.5% | +5.4% | -57.0% | -52.7% |
| 6M | -54.9% | +14.3% | -69.2% | -57.6% |
| YTD | -39.2% | +69.4% | -108.7% | -52.7% |
| 1Y | -41.1% | +72.4% | -113.5% | -54.7% |
| 3Y | +262.9% | +58.4% | +204.5% | +179.1% |
| All | +1,266.3% | +42.6% | +1,223.8% | +1,038.7% |
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