+421.1%
CIEN vs OVV
+164.5%
+256.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +27.4% | +6.5% | +20.8% | +25.4% |
| 30D | -26.6% | -2.7% | -23.9% | -26.0% |
| 3M | -32.0% | +3.1% | -35.1% | -32.6% |
| 6M | -49.1% | +12.8% | -61.9% | -51.0% |
| YTD | +25.7% | +68.1% | -42.4% | +8.5% |
| 1Y | +40.3% | +73.6% | -33.3% | +19.7% |
| 3Y | +566.2% | +57.6% | +508.6% | +472.9% |
| 5Y | +378.7% | +104.5% | +274.2% | +260.6% |
| 10Y | +1,252.3% | +58.4% | +1,193.9% | +683.4% |
| All | +421.1% | +164.5% | +256.5% | +88.1% |
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