+56.0%
OVV vs RNG
+234.5%
-178.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +8.0% | +4.6% | +3.4% | +7.5% |
| 30D | -2.0% | +0.4% | -2.5% | -2.2% |
| 3M | +5.4% | +11.4% | -6.0% | +3.8% |
| 6M | +14.3% | +95.7% | -81.4% | +4.2% |
| YTD | +69.4% | +162.9% | -93.5% | +46.1% |
| 1Y | +72.4% | +180.3% | -107.9% | +47.2% |
| 3Y | +58.4% | +188.3% | -130.0% | +31.2% |
| 5Y | +106.1% | -72.5% | +178.6% | +107.4% |
| All | +56.0% | +234.5% | -178.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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