+30.2%
OVV vs NIO
-36.7%
+66.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.5% |
| 7D | +0.3% | -13.0% | +13.3% | +2.0% |
| 30D | +11.7% | -18.3% | +30.0% | +14.6% |
| 3M | +9.8% | -33.2% | +43.0% | +15.4% |
| 6M | +26.6% | -21.5% | +48.0% | +28.9% |
| YTD | +67.0% | -25.5% | +92.5% | +71.0% |
| 1Y | +55.9% | -38.0% | +93.9% | +62.4% |
| 3Y | +45.5% | -65.5% | +111.0% | +55.3% |
| 5Y | +157.3% | -90.6% | +247.9% | +204.3% |
| All | +30.2% | -36.7% | +66.9% | +9.7% |
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