+46.9%
OVV vs COPX
+171.8%
-124.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.0% |
| 7D | -3.7% | +5.8% | -9.5% | -5.0% |
| 30D | +8.0% | +7.2% | +0.8% | +6.1% |
| 3M | +11.3% | +16.5% | -5.2% | +6.3% |
| 6M | +24.0% | +18.4% | +5.6% | +15.4% |
| YTD | +65.3% | +31.9% | +33.4% | +43.8% |
| 1Y | +60.2% | +88.5% | -28.3% | +16.6% |
| 3Y | +46.9% | +173.1% | -126.2% | -16.8% |
| All | +46.9% | +171.8% | -124.9% | -16.8% |
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 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