+3,872.4%
COST vs OVV
+151.1%
+3,721.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | +4.6% | -7.3% | +11.9% | +5.2% |
| 30D | +12.8% | -3.6% | +16.3% | +13.0% |
| 3M | +12.1% | -2.6% | +14.7% | +12.1% |
| 6M | +6.0% | +7.6% | -1.6% | +5.1% |
| YTD | +24.4% | +59.6% | -35.2% | +19.0% |
| 1Y | +17.1% | +62.2% | -45.1% | +11.8% |
| 3Y | +92.2% | +49.6% | +42.6% | +82.4% |
| 5Y | +122.5% | +98.9% | +23.6% | +102.0% |
| 10Y | +758.9% | +45.1% | +713.8% | +619.8% |
| All | +3,872.4% | +151.1% | +3,721.3% | +2,292.2% |
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