+3.2%
CMCSA vs OVV
+57.6%
-54.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -0.6% | +6.5% | -7.1% | -1.3% |
| 30D | +18.8% | -2.7% | +21.4% | +19.0% |
| 3M | -1.1% | +3.1% | -4.3% | -1.7% |
| 6M | +2.5% | +12.8% | -10.3% | +0.6% |
| YTD | -6.7% | +68.1% | -74.9% | -13.1% |
| 1Y | 0.0% | +73.6% | -73.7% | -7.4% |
| 3Y | -28.9% | +57.6% | -86.5% | -34.2% |
| 5Y | -41.1% | +104.5% | -145.7% | -48.7% |
| All | +3.2% | +57.6% | -54.4% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling