+42.5%
OVV vs COO
+40.7%
+1.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -1.1% |
| 7D | -10.7% | +4.3% | -15.0% | -12.6% |
| 30D | -5.3% | +17.6% | -22.9% | -12.4% |
| 3M | +2.4% | -13.9% | +16.3% | +8.0% |
| 6M | +5.7% | +6.6% | -0.9% | -0.7% |
| YTD | +56.8% | -22.0% | +78.8% | +70.7% |
| 1Y | +59.3% | -8.8% | +68.1% | +59.3% |
| 3Y | +49.0% | -21.5% | +70.5% | +51.5% |
| 5Y | +88.1% | -41.0% | +129.1% | +121.0% |
| 10Y | +42.5% | +40.9% | +1.7% | +41.8% |
| All | +42.5% | +40.7% | +1.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling