+23.5%
UL vs OVV
+160.2%
-136.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | 0.0% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +0.5% | +11.7% | -11.3% | +0.3% |
| 3M | +17.6% | +9.8% | +7.8% | +17.4% |
| 6M | -5.4% | +26.6% | -31.9% | -6.0% |
| YTD | +0.7% | +67.0% | -66.3% | -0.9% |
| 1Y | -9.3% | +55.9% | -65.2% | -10.6% |
| 3Y | +24.5% | +45.5% | -21.0% | +22.2% |
| All | +23.5% | +160.2% | -136.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling