+54.7%
OVV vs NYT
+489.9%
-435.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | +0.8% | +4.6% | -3.8% | -1.2% |
| 3M | +13.3% | -9.6% | +22.8% | +17.1% |
| 6M | +16.9% | -14.0% | +30.9% | +22.2% |
| YTD | +64.3% | -2.8% | +67.1% | +61.6% |
| 1Y | +54.2% | +15.6% | +38.6% | +40.0% |
| 3Y | +51.3% | +56.3% | -5.0% | +15.4% |
| 5Y | +154.3% | +39.5% | +114.7% | +97.5% |
| All | +54.7% | +489.9% | -435.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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