+48.2%
OVV vs URA
+278.3%
-230.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -2.9% |
| 7D | -16.7% | -4.1% | -12.5% | -14.8% |
| 30D | -1.5% | -19.0% | +17.5% | +9.2% |
| 3M | +1.6% | -25.1% | +26.7% | +15.5% |
| 6M | +2.0% | -44.5% | +46.5% | +33.4% |
| YTD | +56.8% | -24.3% | +81.1% | +60.4% |
| 1Y | +64.8% | -28.1% | +93.0% | +71.6% |
| 3Y | +38.3% | +40.7% | -2.4% | -22.1% |
| 5Y | +84.9% | +35.5% | +49.4% | +2.5% |
| All | +48.2% | +278.3% | -230.1% | -58.6% |
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