+635.5%
OVV vs OUST
-64.1%
+699.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -1.5% |
| 7D | -16.7% | +17.0% | -33.7% | -17.6% |
| 30D | -1.5% | -16.5% | +15.0% | -0.8% |
| 3M | +1.6% | -23.7% | +25.2% | +2.6% |
| 6M | +2.0% | +18.4% | -16.3% | -2.5% |
| YTD | +56.8% | +60.8% | -4.0% | +44.7% |
| 1Y | +64.8% | +44.2% | +20.6% | +53.1% |
| 3Y | +38.3% | +668.1% | -629.8% | +1.6% |
| 5Y | +84.9% | -48.8% | +133.7% | +67.7% |
| All | +635.5% | -64.1% | +699.6% | +604.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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