-38.2%
OVV vs COPX
+118.6%
-156.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.5% |
| 7D | +8.0% | -2.8% | +10.9% | +9.7% |
| 30D | -2.0% | -14.3% | +12.3% | +7.4% |
| 3M | +5.4% | -19.0% | +24.5% | +18.0% |
| 6M | +14.3% | -24.4% | +38.7% | +28.5% |
| YTD | +69.4% | -3.2% | +72.7% | +46.9% |
| 1Y | +72.4% | +15.2% | +57.2% | +29.9% |
| 3Y | +58.4% | +127.6% | -69.3% | -35.8% |
| 5Y | +106.1% | +106.0% | +0.1% | -10.5% |
| 10Y | +59.6% | +313.7% | -254.1% | -54.4% |
| All | -38.2% | +118.6% | -156.8% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling