+55.8%
OVV vs RNG
+217.7%
-161.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.5% |
| 7D | -3.7% | -0.8% | -2.9% | -3.7% |
| 30D | +8.0% | +11.4% | -3.4% | +6.5% |
| 3M | +11.3% | +72.1% | -60.8% | +3.4% |
| 6M | +24.0% | +67.9% | -43.9% | +14.9% |
| YTD | +65.3% | +144.3% | -79.0% | +44.3% |
| 1Y | +60.2% | +117.5% | -57.4% | +41.5% |
| 3Y | +46.9% | +123.9% | -76.9% | +25.7% |
| 5Y | +158.7% | -70.1% | +228.8% | +157.5% |
| All | +55.8% | +217.7% | -161.9% | -13.0% |
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