+54.8%
OVV vs URA
+272.2%
-217.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +4.2% |
| 7D | +6.5% | +4.5% | +2.1% | +3.7% |
| 30D | -2.7% | -13.4% | +10.8% | +4.0% |
| 3M | +3.1% | -28.4% | +31.6% | +20.0% |
| 6M | +12.8% | -40.5% | +53.3% | +41.4% |
| YTD | +68.1% | -24.3% | +92.4% | +71.4% |
| 1Y | +73.6% | -28.8% | +102.5% | +81.6% |
| 3Y | +57.6% | +37.6% | +20.0% | -10.0% |
| 5Y | +104.5% | +30.7% | +73.8% | +16.4% |
| All | +54.8% | +272.2% | -217.5% | -58.9% |
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