+62.3%
OVV vs URA
+359.3%
-296.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | +0.3% | +1.1% | -0.8% | -0.5% |
| 30D | +11.7% | +7.4% | +4.3% | +6.6% |
| 3M | +9.8% | -8.4% | +18.2% | +12.1% |
| 6M | +26.6% | -12.7% | +39.3% | +27.6% |
| YTD | +67.0% | +7.8% | +59.2% | +43.9% |
| 1Y | +55.9% | +19.5% | +36.5% | +18.7% |
| 3Y | +45.5% | +116.4% | -70.9% | -35.7% |
| 5Y | +157.3% | +134.3% | +23.1% | -2.1% |
| All | +62.3% | +359.3% | -296.9% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling