-80.9%
RIG vs OVV
+162.8%
-243.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | +13.8% | +11.7% | +2.1% | +4.9% |
| 3M | -6.4% | +9.8% | -16.2% | -12.7% |
| 6M | -8.2% | +26.6% | -34.7% | -23.3% |
| YTD | +41.6% | +67.0% | -25.4% | -3.6% |
| 1Y | +88.7% | +55.9% | +32.8% | +35.0% |
| 3Y | -30.9% | +45.5% | -76.4% | -46.7% |
| 5Y | +57.7% | +157.3% | -99.7% | -20.5% |
| 10Y | -39.3% | +65.0% | -104.3% | -70.1% |
| All | -80.9% | +162.8% | -243.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling