-42.1%
CMCSA vs OVV
+84.0%
-126.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | +5.0% | -16.7% | +21.7% | +7.1% |
| 30D | +16.5% | -1.5% | +18.0% | +16.4% |
| 3M | -1.6% | +1.6% | -3.2% | -2.1% |
| 6M | -5.0% | +2.0% | -7.1% | -5.8% |
| YTD | -8.3% | +56.8% | -65.1% | -14.2% |
| 1Y | +0.4% | +64.8% | -64.4% | -6.9% |
| 3Y | -31.0% | +38.3% | -69.2% | -35.7% |
| All | -42.1% | +84.0% | -126.1% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling