+103.6%
CSCO vs OVV
+104.2%
-0.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.4% | +2.2% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -12.6% | -2.5% | -10.1% | -12.4% |
| 3M | -16.0% | +0.5% | -16.5% | -16.2% |
| 6M | +2.8% | +8.5% | -5.6% | +1.2% |
| YTD | +33.2% | +64.5% | -31.2% | +22.9% |
| 1Y | +43.1% | +64.7% | -21.6% | +31.8% |
| 3Y | +106.7% | +54.1% | +52.5% | +88.4% |
| 5Y | +103.6% | +95.4% | +8.1% | +77.5% |
| All | +103.6% | +104.2% | -0.6% | +77.5% |
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