+95.3%
UL vs OVV
+50.1%
+45.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +1.1% | -16.7% | +17.8% | +1.9% |
| 30D | +8.2% | -1.5% | +9.7% | +8.2% |
| 3M | +4.5% | +1.6% | +3.0% | +4.4% |
| 6M | +12.6% | +2.0% | +10.5% | +12.2% |
| YTD | +3.5% | +56.8% | -53.3% | +0.9% |
| 1Y | -0.4% | +64.8% | -65.3% | -3.2% |
| 3Y | +36.0% | +38.3% | -2.3% | +32.2% |
| 5Y | +30.9% | +84.9% | -53.9% | +23.3% |
| All | +95.3% | +50.1% | +45.2% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling