+20.2%
COST vs OVV
+70.1%
-49.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.4% |
| 7D | +2.5% | +6.5% | -4.0% | +2.5% |
| 30D | +14.6% | -2.7% | +17.2% | +14.4% |
| 3M | +15.2% | +3.1% | +12.0% | +14.8% |
| 6M | +7.2% | +12.8% | -5.6% | +6.4% |
| YTD | +27.4% | +68.1% | -40.7% | +25.3% |
| 1Y | +20.2% | +73.6% | -53.4% | +18.5% |
| All | +20.2% | +70.1% | -49.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling