-7.5%
OVV vs RNG
+320.7%
-328.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.3% |
| 7D | -16.7% | -11.3% | -5.3% | -15.4% |
| 30D | -1.5% | -5.7% | +4.2% | -0.9% |
| 3M | +1.6% | +16.8% | -15.2% | -0.7% |
| 6M | +2.0% | +58.5% | -56.4% | -5.1% |
| YTD | +56.8% | +151.3% | -94.5% | +34.7% |
| 1Y | +64.8% | +169.0% | -104.2% | +40.1% |
| 3Y | +38.3% | +156.9% | -118.6% | +14.9% |
| 5Y | +84.9% | -69.0% | +153.9% | +87.6% |
| 10Y | +54.5% | +262.0% | -207.5% | -8.2% |
| All | -7.5% | +320.7% | -328.3% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling