+170.0%
OVV vs NTRS
+458.2%
-288.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -3.8% | +0.9% | -4.7% | -4.3% |
| 30D | +1.3% | -1.2% | +2.5% | +1.8% |
| 3M | +14.3% | +8.8% | +5.6% | +8.5% |
| 6M | +21.1% | +34.7% | -13.6% | +1.3% |
| YTD | +66.0% | +37.2% | +28.8% | +36.4% |
| 1Y | +59.3% | +46.3% | +12.9% | +25.6% |
| 3Y | +47.6% | +163.2% | -115.7% | -18.4% |
| 5Y | +162.0% | +86.9% | +75.0% | +71.7% |
| 10Y | +56.5% | +250.9% | -194.4% | -14.2% |
| All | +170.0% | +458.2% | -288.2% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling