+162.0%
OVV vs ULTA
+44.0%
+117.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.7% |
| 7D | -3.8% | -1.8% | -2.0% | -3.4% |
| 30D | +1.3% | -1.2% | +2.5% | +1.4% |
| 3M | +14.3% | +13.4% | +1.0% | +10.5% |
| 6M | +21.1% | -15.6% | +36.7% | +25.1% |
| YTD | +66.0% | -10.4% | +76.5% | +68.0% |
| 1Y | +59.3% | +5.5% | +53.8% | +53.1% |
| 3Y | +47.6% | +31.0% | +16.6% | +25.4% |
| 5Y | +162.0% | +41.8% | +120.1% | +110.0% |
| All | +162.0% | +44.0% | +117.9% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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