+104.6%
UL vs OVV
+46.5%
+58.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | +2.6% | -7.3% | +9.8% | +2.9% |
| 30D | +6.8% | -3.6% | +10.3% | +6.9% |
| 3M | +5.7% | -2.6% | +8.4% | +5.8% |
| 6M | +15.9% | +7.6% | +8.3% | +15.3% |
| YTD | +4.3% | +59.6% | -55.3% | +1.5% |
| 1Y | -0.4% | +62.2% | -62.6% | -3.1% |
| 3Y | +35.0% | +49.6% | -14.7% | +30.6% |
| 5Y | +31.6% | +98.9% | -67.3% | +23.4% |
| 10Y | +104.6% | +45.1% | +59.5% | +66.6% |
| All | +104.6% | +46.5% | +58.1% | +66.6% |
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