+1,163.6%
COP vs OVV
+148.3%
+1,015.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.3% |
| 7D | -9.7% | -14.9% | +5.2% | -2.3% |
| 30D | +4.7% | -0.9% | +5.7% | +5.3% |
| 3M | +18.5% | +5.6% | +13.0% | +15.5% |
| 6M | +11.4% | -2.5% | +13.9% | +12.8% |
| YTD | +47.9% | +57.8% | -9.9% | +18.4% |
| 1Y | +59.3% | +70.1% | -10.7% | +22.8% |
| 3Y | +23.6% | +35.1% | -11.6% | +4.3% |
| 5Y | +113.1% | +86.1% | +27.0% | +47.9% |
| 10Y | +329.1% | +55.5% | +273.6% | +105.8% |
| All | +1,163.6% | +148.3% | +1,015.3% | +245.6% |
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 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