+604.2%
COST vs OVV
+57.3%
+546.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -2.5% | -2.9% | +0.4% | -2.3% |
| 30D | -4.4% | +0.9% | -5.3% | -4.5% |
| 3M | -8.1% | +11.0% | -19.1% | -8.7% |
| 6M | -9.2% | +22.3% | -31.5% | -10.4% |
| YTD | +5.1% | +65.1% | -60.0% | +2.1% |
| 1Y | -5.1% | +53.1% | -58.2% | -7.5% |
| 3Y | +70.4% | +46.7% | +23.6% | +65.0% |
| 5Y | +104.7% | +155.5% | -50.8% | +91.4% |
| All | +604.2% | +57.3% | +546.9% | +544.8% |
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 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