+106.2%
COST vs OVV
+153.1%
-46.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -3.2% | -3.7% | +0.6% | -2.9% |
| 30D | -4.0% | +8.0% | -12.0% | -4.6% |
| 3M | -6.5% | +11.3% | -17.7% | -7.4% |
| 6M | -8.5% | +24.0% | -32.5% | -10.3% |
| YTD | +6.0% | +65.3% | -59.3% | +1.5% |
| 1Y | -5.8% | +60.2% | -66.0% | -9.7% |
| 3Y | +71.8% | +46.9% | +24.9% | +63.3% |
| 5Y | +106.2% | +158.7% | -52.5% | +89.0% |
| All | +106.2% | +153.1% | -46.9% | +89.0% |
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