+1,171.2%
COP vs OVV
+146.7%
+1,024.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -11.5% | -16.7% | +5.1% | -3.3% |
| 30D | +5.0% | -1.5% | +6.4% | +5.8% |
| 3M | +17.5% | +1.6% | +15.9% | +16.7% |
| 6M | +16.2% | +2.0% | +14.2% | +15.2% |
| YTD | +48.8% | +56.8% | -8.0% | +19.4% |
| 1Y | +64.1% | +64.8% | -0.7% | +28.5% |
| 3Y | +25.7% | +38.3% | -12.6% | +5.0% |
| 5Y | +114.4% | +84.9% | +29.5% | +49.3% |
| 10Y | +331.7% | +54.5% | +277.1% | +107.7% |
| All | +1,171.2% | +146.7% | +1,024.4% | +248.8% |
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