+63.2%
RIG vs OVV
+153.1%
-90.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.7% |
| 7D | -2.7% | -3.7% | +1.0% | +0.6% |
| 30D | +9.5% | +8.0% | +1.5% | +2.5% |
| 3M | -6.6% | +11.3% | -17.9% | -15.2% |
| 6M | -2.9% | +24.0% | -26.9% | -20.3% |
| YTD | +39.5% | +65.3% | -25.9% | -11.2% |
| 1Y | +82.3% | +60.2% | +22.1% | +19.0% |
| 3Y | -29.6% | +46.9% | -76.5% | -50.0% |
| 5Y | +63.2% | +158.7% | -95.6% | -35.9% |
| All | +63.2% | +153.1% | -90.0% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling