+54.7%
OVV vs NTRS
+259.9%
-205.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.3% |
| 7D | -1.7% | +1.4% | -3.0% | -2.7% |
| 30D | +0.8% | -0.7% | +1.4% | +1.0% |
| 3M | +13.3% | +11.3% | +1.9% | +3.3% |
| 6M | +16.9% | +35.5% | -18.6% | -10.5% |
| YTD | +64.3% | +40.6% | +23.7% | +20.6% |
| 1Y | +54.2% | +49.2% | +5.0% | +6.9% |
| 3Y | +51.3% | +167.2% | -115.9% | -40.1% |
| 5Y | +154.3% | +94.9% | +59.3% | +25.4% |
| All | +54.7% | +259.9% | -205.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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