-32.7%
UPS vs OVV
+107.0%
-139.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | +3.8% | +8.0% | -4.3% | +2.6% |
| 30D | +17.4% | -2.0% | +19.4% | +17.4% |
| 3M | +8.2% | +5.4% | +2.8% | +7.0% |
| 6M | +17.9% | +14.3% | +3.7% | +14.7% |
| YTD | +18.7% | +69.4% | -50.7% | +6.9% |
| 1Y | +24.8% | +72.4% | -47.6% | +11.9% |
| 3Y | -4.5% | +58.4% | -62.9% | -15.1% |
| All | -32.7% | +107.0% | -139.7% | -45.1% |
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