+12.1%
OVB vs SPY
+172.9%
-160.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.2% | -2.7% | +2.9% | +0.5% |
| 30D | +1.7% | -5.4% | +7.1% | +2.5% |
| 3M | -0.7% | -4.1% | +3.4% | -0.1% |
| 6M | -1.6% | +0.7% | -2.3% | -1.7% |
| YTD | +1.0% | +8.7% | -7.7% | -0.2% |
| 1Y | +2.0% | +10.9% | -8.9% | +0.5% |
| 3Y | +21.9% | +75.0% | -53.1% | +13.2% |
| 5Y | 0.0% | +67.8% | -67.8% | -7.4% |
| All | +12.1% | +172.9% | -160.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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