+288.4%
UNP vs OVV
+51.8%
+236.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | 0.0% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +7.3% | -2.5% | +9.8% | +7.6% |
| 3M | +3.6% | +0.5% | +3.1% | +3.2% |
| 6M | +15.8% | +8.5% | +7.4% | +13.5% |
| YTD | +32.6% | +64.5% | -31.9% | +20.0% |
| 1Y | +37.2% | +64.7% | -27.5% | +24.0% |
| 3Y | +52.6% | +54.1% | -1.5% | +36.7% |
| 5Y | +40.6% | +95.4% | -54.9% | +15.7% |
| 10Y | +288.4% | +54.9% | +233.5% | +148.6% |
| All | +288.4% | +51.8% | +236.6% | +148.6% |
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