+195.8%
COR vs OVV
+104.2%
+91.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.2% |
| 30D | +7.6% | -2.5% | +10.2% | +7.7% |
| 3M | +5.0% | +0.5% | +4.5% | +4.8% |
| 6M | +35.3% | +8.5% | +26.8% | +34.4% |
| YTD | +4.2% | +64.5% | -60.2% | +1.5% |
| 1Y | -3.4% | +64.7% | -68.1% | -6.0% |
| 3Y | +81.1% | +54.1% | +27.0% | +75.2% |
| 5Y | +195.8% | +95.4% | +100.4% | +171.3% |
| All | +195.8% | +104.2% | +91.7% | +171.3% |
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