+89.3%
CSCO vs OVV
+34.1%
+55.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -10.2% | -16.7% | +6.5% | -7.3% |
| 30D | -20.1% | -1.5% | -18.6% | -20.0% |
| 3M | -22.4% | +1.6% | -23.9% | -22.8% |
| 6M | +2.8% | +2.0% | +0.8% | +1.9% |
| YTD | +23.6% | +56.8% | -33.2% | +12.5% |
| 1Y | +34.0% | +64.8% | -30.8% | +20.6% |
| 3Y | +89.3% | +38.3% | +51.0% | +78.6% |
| All | +89.3% | +34.1% | +55.1% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling