+3,872.5%
COST vs OVV
+146.6%
+3,725.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.5% | -10.7% | +13.2% | +3.4% |
| 30D | +12.8% | -5.3% | +18.1% | +13.2% |
| 3M | +12.7% | +2.4% | +10.3% | +12.2% |
| 6M | +6.0% | +5.7% | +0.4% | +5.2% |
| YTD | +24.4% | +56.8% | -32.4% | +19.1% |
| 1Y | +16.2% | +59.3% | -43.0% | +11.1% |
| 3Y | +96.9% | +49.0% | +47.9% | +87.0% |
| 5Y | +121.1% | +88.1% | +33.0% | +101.6% |
| 10Y | +758.4% | +42.5% | +715.9% | +620.4% |
| All | +3,872.5% | +146.6% | +3,725.9% | +2,295.9% |
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