-1.5%
OVV vs RNG
+327.7%
-329.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -1.3% |
| 7D | +0.3% | +5.8% | -5.5% | -0.5% |
| 30D | +11.7% | +19.6% | -7.9% | +9.1% |
| 3M | +9.8% | +67.0% | -57.2% | +1.9% |
| 6M | +26.6% | +88.4% | -61.8% | +14.8% |
| YTD | +67.0% | +155.5% | -88.5% | +43.6% |
| 1Y | +55.9% | +141.7% | -85.8% | +34.5% |
| 3Y | +45.5% | +131.1% | -85.6% | +22.7% |
| 5Y | +157.3% | -70.6% | +227.9% | +163.1% |
| 10Y | +65.0% | +228.2% | -163.2% | -0.3% |
| All | -1.5% | +327.7% | -329.2% | -44.3% |
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