+253.0%
UMC vs OVV
+47.2%
+205.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +6.6% | -3.7% | +10.3% | +7.1% |
| 30D | +16.6% | +8.0% | +8.6% | +15.1% |
| 3M | +11.0% | +11.3% | -0.3% | +8.9% |
| 6M | +131.3% | +24.0% | +107.3% | +120.4% |
| YTD | +182.5% | +65.3% | +117.2% | +152.7% |
| 1Y | +222.3% | +60.2% | +162.1% | +189.2% |
| 3Y | +253.0% | +46.9% | +206.1% | +213.0% |
| All | +253.0% | +47.2% | +205.8% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling