+113.0%
COP vs OVV
+84.0%
+29.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -11.5% | -16.7% | +5.1% | -1.4% |
| 30D | +5.0% | -1.5% | +6.4% | +5.9% |
| 3M | +17.5% | +1.6% | +15.9% | +16.4% |
| 6M | +16.2% | +2.0% | +14.2% | +14.7% |
| YTD | +48.8% | +56.8% | -8.0% | +13.9% |
| 1Y | +64.1% | +64.8% | -0.7% | +21.9% |
| 3Y | +25.7% | +38.3% | -12.6% | -0.1% |
| All | +113.0% | +84.0% | +29.0% | +39.4% |
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