+22.3%
OVV vs NIO
-43.5%
+65.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.6% | -1.4% |
| 7D | -16.7% | +5.6% | -22.3% | -17.3% |
| 30D | -1.5% | -4.2% | +2.7% | -1.1% |
| 3M | +1.6% | -26.3% | +27.9% | +5.3% |
| 6M | +2.0% | -42.5% | +44.6% | +8.9% |
| YTD | +56.8% | -33.5% | +90.3% | +62.5% |
| 1Y | +64.8% | -52.7% | +117.5% | +78.3% |
| 3Y | +38.3% | -57.5% | +95.7% | +43.8% |
| 5Y | +84.9% | -92.0% | +176.9% | +123.0% |
| All | +22.3% | -43.5% | +65.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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