-39.0%
U vs OVV
+636.0%
-675.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +17.5% | +11.7% | +5.7% | +14.3% |
| 3M | +38.7% | +9.8% | +28.9% | +34.7% |
| 6M | +104.4% | +26.6% | +77.9% | +89.9% |
| YTD | -5.7% | +67.0% | -72.7% | -19.3% |
| 1Y | +3.7% | +55.9% | -52.2% | -10.2% |
| 3Y | +12.3% | +45.5% | -33.2% | -3.1% |
| 5Y | -68.8% | +157.3% | -226.2% | -73.9% |
| All | -39.0% | +636.0% | -675.0% | -47.0% |
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