+952.6%
CSCO vs OVV
+162.8%
+789.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -10.1% | +11.7% | -21.9% | -11.9% |
| 3M | -15.7% | +9.8% | -25.5% | -17.3% |
| 6M | +36.3% | +26.6% | +9.7% | +30.1% |
| YTD | +43.8% | +67.0% | -23.2% | +30.8% |
| 1Y | +63.9% | +55.9% | +8.0% | +50.3% |
| 3Y | +104.4% | +45.5% | +58.9% | +85.8% |
| 5Y | +111.4% | +157.3% | -46.0% | +65.7% |
| 10Y | +361.7% | +65.0% | +296.7% | +207.6% |
| All | +952.6% | +162.8% | +789.8% | +385.1% |
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