+101.8%
OVBC vs SPY
+82.0%
+19.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +9.2% | +0.1% | +9.2% | +9.2% |
| 3M | -2.2% | +2.0% | -4.2% | -2.6% |
| 6M | +9.8% | +13.0% | -3.2% | +7.2% |
| YTD | +19.2% | +13.5% | +5.7% | +16.2% |
| 1Y | +30.0% | +20.0% | +10.0% | +25.4% |
| 3Y | +109.7% | +77.2% | +32.5% | +89.9% |
| All | +101.8% | +82.0% | +19.8% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling