-36.6%
AUR vs OVV
+171.5%
-208.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.9% |
| 7D | +8.7% | +0.3% | +8.5% | +8.6% |
| 30D | -5.2% | +11.7% | -17.0% | -9.0% |
| 3M | -7.3% | +9.8% | -17.1% | -11.0% |
| 6M | +41.2% | +26.6% | +14.6% | +27.1% |
| YTD | +65.1% | +67.0% | -1.9% | +34.0% |
| 1Y | +13.4% | +55.9% | -42.5% | -6.2% |
| 3Y | +98.1% | +45.5% | +52.6% | +63.9% |
| 5Y | -36.0% | +157.3% | -193.4% | -48.0% |
| All | -36.6% | +171.5% | -208.1% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling