+679.0%
UL vs OVV
+146.6%
+532.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +0.3% | -10.7% | +11.0% | +1.3% |
| 30D | +7.0% | -5.3% | +12.3% | +7.4% |
| 3M | +5.8% | +2.4% | +3.4% | +5.3% |
| 6M | +16.1% | +5.7% | +10.5% | +15.0% |
| YTD | +4.5% | +56.8% | -52.3% | -1.1% |
| 1Y | -1.3% | +59.3% | -60.6% | -6.8% |
| 3Y | +35.0% | +49.0% | -14.0% | +26.0% |
| 5Y | +31.9% | +88.1% | -56.2% | +16.0% |
| 10Y | +99.3% | +42.5% | +56.7% | +53.8% |
| All | +679.0% | +146.6% | +532.4% | +324.4% |
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 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