-47.9%
RIG vs OVV
+58.9%
-106.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.4% | +3.5% |
| 7D | +5.7% | +8.0% | -2.3% | -0.6% |
| 30D | -0.7% | -2.0% | +1.3% | +1.4% |
| 3M | -3.1% | +5.4% | -8.6% | -6.8% |
| 6M | -16.3% | +14.3% | -30.6% | -24.6% |
| YTD | +34.1% | +69.4% | -35.3% | -12.3% |
| 1Y | +38.2% | +72.4% | -34.2% | -11.0% |
| 3Y | -15.3% | +58.4% | -73.7% | -40.2% |
| 5Y | +62.5% | +106.1% | -43.6% | -9.4% |
| All | -47.9% | +58.9% | -106.7% | -75.6% |
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