+72.3%
OVF vs SPY
+172.1%
-99.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -1.4% |
| 7D | -4.3% | -4.7% | +0.4% | -0.9% |
| 30D | -6.5% | -5.9% | -0.6% | -2.3% |
| 3M | -7.5% | -4.5% | -3.0% | -4.2% |
| 6M | -2.9% | +1.8% | -4.7% | -3.8% |
| YTD | +7.8% | +8.3% | -0.5% | +2.4% |
| 1Y | +12.1% | +9.3% | +2.7% | +5.8% |
| 3Y | +68.6% | +74.9% | -6.2% | +16.0% |
| 5Y | +44.4% | +67.3% | -22.8% | +1.4% |
| All | +72.3% | +172.1% | -99.8% | -12.8% |
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