+377.4%
CIEN vs OVV
+146.6%
+230.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -5.3% | -10.7% | +5.5% | -2.5% |
| 30D | -40.1% | -5.3% | -34.8% | -39.3% |
| 3M | -34.7% | +2.4% | -37.1% | -35.4% |
| 6M | -50.9% | +5.7% | -56.5% | -52.0% |
| YTD | +15.2% | +56.8% | -41.6% | +1.1% |
| 1Y | +35.2% | +59.3% | -24.1% | +17.7% |
| 3Y | +522.6% | +49.0% | +473.6% | +442.7% |
| 5Y | +344.2% | +88.1% | +256.1% | +241.3% |
| 10Y | +1,188.7% | +42.5% | +1,146.1% | +669.1% |
| All | +377.4% | +146.6% | +230.7% | +75.3% |
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