-42.1%
OVV vs ULTA
+1,628.6%
-1,670.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.1% |
| 7D | +0.3% | +9.0% | -8.7% | -1.9% |
| 30D | +11.7% | +4.6% | +7.2% | +10.2% |
| 3M | +9.8% | +22.0% | -12.2% | +3.8% |
| 6M | +26.6% | -14.7% | +41.3% | +29.9% |
| YTD | +67.0% | -6.8% | +73.8% | +67.1% |
| 1Y | +55.9% | +6.5% | +49.4% | +50.0% |
| 3Y | +45.5% | +35.6% | +9.9% | +27.6% |
| 5Y | +157.3% | +47.6% | +109.7% | +117.5% |
| 10Y | +65.0% | +128.9% | -63.9% | +24.9% |
| All | -42.1% | +1,628.6% | -1,670.7% | -75.5% |
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