-57.9%
AUR vs OVV
+175.4%
-233.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | -4.5% | +8.0% | -12.6% | -6.9% |
| 30D | -16.6% | -2.0% | -14.6% | -16.5% |
| 3M | -38.5% | +5.4% | -43.9% | -40.1% |
| 6M | -49.9% | +14.3% | -64.2% | -53.0% |
| YTD | +9.6% | +69.4% | -59.8% | -12.2% |
| 1Y | +1.2% | +72.4% | -71.2% | -19.5% |
| 3Y | +128.8% | +58.4% | +70.4% | +83.8% |
| 5Y | -57.9% | +106.1% | -164.0% | -66.2% |
| All | -57.9% | +175.4% | -233.3% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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