+58.4%
OVV vs COPX
+128.6%
-70.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +8.0% | -2.8% | +10.9% | +8.5% |
| 30D | -2.0% | -14.3% | +12.3% | +0.8% |
| 3M | +5.4% | -19.0% | +24.5% | +9.3% |
| 6M | +14.3% | -24.4% | +38.7% | +19.7% |
| YTD | +69.4% | -3.2% | +72.7% | +56.5% |
| 1Y | +72.4% | +15.2% | +57.2% | +46.2% |
| 3Y | +58.4% | +127.6% | -69.3% | -10.7% |
| All | +58.4% | +128.6% | -70.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling