-41.9%
RIG vs OVV
+55.1%
-97.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -8.2% | -3.8% | -4.4% | -5.3% |
| 30D | -0.2% | +1.3% | -1.4% | -1.2% |
| 3M | -2.7% | +14.3% | -17.1% | -12.8% |
| 6M | -7.5% | +21.1% | -28.6% | -21.1% |
| YTD | +38.3% | +66.0% | -27.8% | -8.4% |
| 1Y | +81.8% | +59.3% | +22.6% | +24.5% |
| 3Y | -30.2% | +47.6% | -77.8% | -48.3% |
| 5Y | +59.9% | +162.0% | -102.0% | -26.0% |
| 10Y | -41.9% | +56.5% | -98.4% | -72.2% |
| All | -41.9% | +55.1% | -97.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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