+92.7%
USB vs OVV
+51.1%
+41.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.5% |
| 7D | -1.5% | -14.9% | +13.4% | +1.9% |
| 30D | +4.3% | -0.9% | +5.2% | +4.2% |
| 3M | -6.1% | +5.6% | -11.6% | -7.6% |
| 6M | +9.4% | -2.5% | +11.9% | +8.9% |
| YTD | +15.2% | +57.8% | -42.7% | +2.1% |
| 1Y | +32.8% | +70.1% | -37.3% | +15.5% |
| 3Y | +91.3% | +35.1% | +56.2% | +71.6% |
| 5Y | +22.7% | +86.1% | -63.4% | -2.2% |
| All | +92.7% | +51.1% | +41.6% | +6.4% |
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