-41.7%
OVV vs ULTA
+1,894.7%
-1,936.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.5% |
| 7D | +6.5% | +0.2% | +6.4% | +6.5% |
| 30D | -2.7% | +12.4% | -15.1% | -5.7% |
| 3M | +3.1% | +22.4% | -19.2% | -2.4% |
| 6M | +12.8% | +28.9% | -16.0% | +4.7% |
| YTD | +68.1% | +7.6% | +60.5% | +61.7% |
| 1Y | +73.6% | +21.6% | +52.1% | +61.3% |
| 3Y | +57.6% | +67.0% | -9.4% | +30.8% |
| 5Y | +104.5% | +64.2% | +40.4% | +68.3% |
| 10Y | +58.4% | +172.5% | -114.1% | +14.9% |
| All | -41.7% | +1,894.7% | -1,936.5% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling