+56.5%
OVV vs COPX
+606.7%
-550.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -3.8% | +6.0% | -9.8% | -7.8% |
| 30D | +1.3% | +6.4% | -5.2% | -3.8% |
| 3M | +14.3% | +19.3% | -4.9% | -2.9% |
| 6M | +21.1% | +16.2% | +4.9% | -1.8% |
| YTD | +66.0% | +33.2% | +32.9% | +15.8% |
| 1Y | +59.3% | +90.2% | -30.9% | -19.7% |
| 3Y | +47.6% | +175.7% | -128.1% | -51.5% |
| 5Y | +162.0% | +193.1% | -31.2% | -21.5% |
| 10Y | +56.5% | +619.4% | -562.9% | -77.8% |
| All | +56.5% | +606.7% | -550.2% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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