-83.0%
RIG vs OVV
+151.1%
-234.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -1.2% |
| 7D | -12.2% | -7.3% | -4.9% | -7.0% |
| 30D | -6.0% | -3.6% | -2.4% | -3.0% |
| 3M | -9.4% | -2.6% | -6.8% | -7.3% |
| 6M | -19.1% | +7.6% | -26.6% | -23.1% |
| YTD | +25.4% | +59.6% | -34.2% | -11.4% |
| 1Y | +23.3% | +62.2% | -38.9% | -14.1% |
| 3Y | -22.1% | +49.6% | -71.7% | -40.7% |
| 5Y | +50.1% | +98.9% | -48.8% | -8.7% |
| 10Y | -50.7% | +45.1% | -95.8% | -73.3% |
| All | -83.0% | +151.1% | -234.2% | -96.0% |
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