-32.7%
NVTS vs OVV
+76.7%
-109.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.2% | +9.7% |
| 7D | +1.5% | -16.7% | +18.2% | +7.2% |
| 30D | -23.8% | -1.5% | -22.3% | -23.9% |
| 3M | -30.6% | +1.6% | -32.1% | -31.8% |
| 6M | -48.4% | +2.0% | -50.4% | -49.8% |
| YTD | +20.6% | +56.8% | -36.2% | +0.1% |
| 1Y | -2.5% | +64.8% | -67.4% | -20.8% |
| 3Y | +44.0% | +38.3% | +5.7% | +19.9% |
| 5Y | -42.6% | +84.9% | -127.5% | -54.5% |
| All | -32.7% | +76.7% | -109.4% | -46.2% |
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