+66.7%
UL vs OVV
+54.2%
+12.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -1.3% | -3.7% | +2.4% | -1.1% |
| 30D | +0.9% | +8.0% | -7.1% | +0.6% |
| 3M | +14.2% | +11.3% | +3.0% | +13.6% |
| 6M | -3.2% | +24.0% | -27.2% | -4.4% |
| YTD | -0.3% | +65.3% | -65.7% | -3.0% |
| 1Y | -8.8% | +60.2% | -68.9% | -11.2% |
| 3Y | +23.9% | +46.9% | -23.1% | +20.1% |
| 5Y | +21.4% | +158.7% | -137.4% | +12.2% |
| 10Y | +66.7% | +50.8% | +15.8% | +35.7% |
| All | +66.7% | +54.2% | +12.5% | +35.7% |
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