+171.6%
OVV vs NYT
+91.4%
+80.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | +11.7% | +2.7% | +9.0% | +10.7% |
| 3M | +9.8% | -10.3% | +20.1% | +13.0% |
| 6M | +26.6% | -16.6% | +43.1% | +32.6% |
| YTD | +67.0% | -2.3% | +69.3% | +65.2% |
| 1Y | +55.9% | +15.0% | +40.9% | +45.7% |
| 3Y | +45.5% | +57.1% | -11.6% | +19.9% |
| 5Y | +157.3% | +37.2% | +120.2% | +117.1% |
| 10Y | +65.0% | +464.3% | -399.3% | -7.0% |
| All | +171.6% | +91.4% | +80.3% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling