+130.2%
UMC vs OVV
+155.7%
-25.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.9% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +7.7% | +11.7% | -4.1% | +5.2% |
| 3M | +1.7% | +9.8% | -8.1% | -0.6% |
| 6M | +113.9% | +26.6% | +87.4% | +101.2% |
| YTD | +168.9% | +67.0% | +101.9% | +136.9% |
| 1Y | +207.2% | +55.9% | +151.3% | +173.9% |
| 3Y | +227.7% | +45.5% | +182.2% | +188.2% |
| All | +130.2% | +155.7% | -25.5% | +80.0% |
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 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