-13.0%
USAR vs OVV
+73.9%
-86.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | -1.1% | -10.7% | +9.7% | -2.7% |
| 30D | -30.3% | -5.3% | -25.0% | -30.7% |
| 3M | -54.7% | +2.4% | -57.1% | -54.4% |
| 6M | -67.5% | +5.7% | -73.2% | -67.1% |
| YTD | -26.4% | +56.8% | -83.1% | -22.6% |
| 1Y | -49.5% | +59.3% | -108.8% | -46.8% |
| 3Y | -14.5% | +49.0% | -63.4% | -8.5% |
| All | -13.0% | +73.9% | -86.9% | -7.0% |
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 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