-24.7%
U vs OVV
+591.0%
-615.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +5.7% |
| 7D | +36.6% | -16.7% | +53.2% | +41.9% |
| 30D | +13.3% | -1.5% | +14.8% | +13.0% |
| 3M | +26.2% | +1.6% | +24.6% | +24.5% |
| 6M | +88.7% | +2.0% | +86.7% | +84.7% |
| YTD | +16.6% | +56.8% | -40.2% | +0.5% |
| 1Y | +29.0% | +64.8% | -35.9% | +9.3% |
| 3Y | +99.5% | +38.3% | +61.2% | +73.3% |
| 5Y | -66.1% | +84.9% | -151.0% | -71.3% |
| All | -24.7% | +591.0% | -615.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 all: compounded portfolio wealth divided by compounded OVV 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…
all analysis · Full analysis span regression · 6 months rolling