+59.3%
OVV vs UMAC
+141.5%
-82.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.5% |
| 7D | -3.8% | +3.3% | -7.1% | -3.8% |
| 30D | +1.3% | -10.4% | +11.7% | +1.3% |
| 3M | +14.3% | +1.8% | +12.6% | +14.2% |
| 6M | +21.1% | +40.7% | -19.6% | +19.0% |
| YTD | +66.0% | +90.9% | -24.9% | +59.9% |
| 1Y | +59.3% | +151.8% | -92.5% | +58.5% |
| All | +59.3% | +141.5% | -82.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling