+158.7%
OVV vs COPX
+186.1%
-27.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.9% |
| 7D | -3.7% | +5.8% | -9.5% | -6.3% |
| 30D | +8.0% | +7.2% | +0.8% | +4.2% |
| 3M | +11.3% | +16.5% | -5.2% | +1.4% |
| 6M | +24.0% | +18.4% | +5.6% | +7.3% |
| YTD | +65.3% | +31.9% | +33.4% | +29.5% |
| 1Y | +60.2% | +88.5% | -28.3% | -2.9% |
| 3Y | +46.9% | +173.1% | -126.2% | -37.7% |
| 5Y | +158.7% | +193.1% | -34.4% | -0.3% |
| All | +158.7% | +186.1% | -27.3% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling