+760.1%
COST vs OVV
+58.9%
+701.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +5.0% | +8.0% | -3.0% | +4.6% |
| 30D | +12.8% | -2.0% | +14.9% | +12.9% |
| 3M | +15.2% | +5.4% | +9.8% | +14.7% |
| 6M | +7.4% | +14.3% | -6.9% | +6.5% |
| YTD | +29.0% | +69.4% | -40.4% | +25.0% |
| 1Y | +20.3% | +72.4% | -52.1% | +16.4% |
| 3Y | +99.0% | +58.4% | +40.6% | +91.9% |
| 5Y | +125.7% | +106.1% | +19.6% | +112.8% |
| All | +760.1% | +58.9% | +701.3% | +701.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling