+248.5%
UAL vs OVV
-21.7%
+270.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.9% |
| 7D | +5.0% | -14.9% | +19.9% | +8.9% |
| 30D | -1.2% | -0.9% | -0.3% | -1.6% |
| 3M | -16.8% | +5.6% | -22.3% | -18.8% |
| 6M | +18.0% | -2.5% | +20.4% | +16.0% |
| YTD | -1.2% | +57.8% | -59.0% | -15.3% |
| 1Y | +14.3% | +70.1% | -55.7% | -4.2% |
| 3Y | +194.6% | +35.1% | +159.4% | +157.6% |
| 5Y | +109.6% | +86.1% | +23.5% | +59.3% |
| 10Y | +93.1% | +55.5% | +37.5% | +8.2% |
| All | +248.5% | -21.7% | +270.2% | +80.0% |
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