+141.2%
OVV vs NYT
+38.8%
+102.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +0.8% | +4.6% | -3.8% | -0.6% |
| 3M | +13.3% | -9.6% | +22.8% | +16.0% |
| 6M | +16.9% | -14.0% | +30.9% | +20.8% |
| YTD | +64.3% | -2.8% | +67.1% | +62.0% |
| 1Y | +54.2% | +15.6% | +38.6% | +42.6% |
| 3Y | +51.3% | +56.3% | -5.0% | +21.0% |
| All | +141.2% | +38.8% | +102.4% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling