-20.0%
ONON vs OVV
+148.9%
-168.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -3.0% | +0.3% | -3.2% | -3.1% |
| 30D | -26.7% | +11.7% | -38.4% | -28.6% |
| 3M | -25.3% | +9.8% | -35.1% | -27.4% |
| 6M | -35.3% | +26.6% | -61.8% | -40.2% |
| YTD | -39.8% | +67.0% | -106.8% | -48.8% |
| 1Y | -39.2% | +55.9% | -95.1% | -47.6% |
| 3Y | -4.2% | +45.5% | -49.7% | -18.4% |
| All | -20.0% | +148.9% | -168.9% | -28.7% |
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 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