+61.8%
OVV vs UMAC
+549.5%
-487.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.4% | -1.3% |
| 7D | -3.7% | +14.7% | -18.4% | -4.1% |
| 30D | +8.0% | -0.5% | +8.5% | +7.8% |
| 3M | +11.3% | +0.5% | +10.8% | +10.7% |
| 6M | +24.0% | +57.9% | -33.9% | +20.4% |
| YTD | +65.3% | +103.9% | -38.6% | +58.5% |
| 1Y | +60.2% | +159.3% | -99.1% | +51.4% |
| All | +61.8% | +549.5% | -487.7% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling