+12.8%
OVB vs SPY
+185.2%
-172.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | -1.1% | +2.0% | -3.1% | -1.4% |
| 6M | -0.8% | +13.0% | -13.8% | -2.5% |
| YTD | +1.7% | +13.5% | -11.9% | -0.1% |
| 1Y | +4.1% | +20.0% | -15.9% | +1.5% |
| 3Y | +18.7% | +77.2% | -58.5% | +9.9% |
| 5Y | +0.3% | +81.9% | -81.6% | -8.0% |
| All | +12.8% | +185.2% | -172.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling