+10.5%
CMCSA vs OVV
+61.5%
-51.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | +7.0% | +11.7% | -4.7% | +5.6% |
| 3M | +15.1% | +9.8% | +5.3% | +13.6% |
| 6M | -15.4% | +26.6% | -41.9% | -18.1% |
| YTD | -1.9% | +67.0% | -68.9% | -8.3% |
| 1Y | -12.7% | +55.9% | -68.6% | -17.9% |
| 3Y | -31.0% | +45.5% | -76.5% | -35.5% |
| 5Y | -46.1% | +157.3% | -203.4% | -54.2% |
| All | +10.5% | +61.5% | -51.0% | -19.6% |
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