+3,307.0%
COST vs OVV
+162.8%
+3,144.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -2.8% | +11.7% | -14.5% | -3.7% |
| 3M | -5.7% | +9.8% | -15.5% | -6.5% |
| 6M | -8.8% | +26.6% | -35.3% | -10.8% |
| YTD | +6.7% | +67.0% | -60.4% | +1.8% |
| 1Y | -3.6% | +55.9% | -59.6% | -7.7% |
| 3Y | +75.1% | +45.5% | +29.6% | +66.7% |
| 5Y | +108.9% | +157.3% | -48.4% | +85.5% |
| 10Y | +586.2% | +65.0% | +521.2% | +465.9% |
| All | +3,307.0% | +162.8% | +3,144.2% | +1,946.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling