+54.9%
OVV vs URA
+277.9%
-223.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.6% | +2.3% |
| 7D | +1.2% | +2.9% | -1.6% | -0.6% |
| 30D | -2.5% | -10.8% | +8.3% | +2.7% |
| 3M | +0.5% | -25.5% | +26.0% | +14.6% |
| 6M | +8.5% | -41.2% | +49.7% | +37.3% |
| YTD | +64.5% | -21.3% | +85.7% | +64.5% |
| 1Y | +64.7% | -25.7% | +90.4% | +68.4% |
| 3Y | +54.1% | +43.1% | +11.1% | -13.6% |
| 5Y | +95.4% | +35.6% | +59.8% | +9.4% |
| 10Y | +54.9% | +281.3% | -226.4% | -59.3% |
| All | +54.9% | +277.9% | -223.0% | -59.3% |
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