+89.7%
OVF vs SPY
+185.2%
-95.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +1.8% | +0.1% | +1.8% | +1.8% |
| 3M | +3.1% | +2.0% | +1.1% | +1.7% |
| 6M | +10.5% | +13.0% | -2.5% | +1.7% |
| YTD | +18.7% | +13.5% | +5.1% | +8.9% |
| 1Y | +28.6% | +20.0% | +8.6% | +13.7% |
| 3Y | +77.9% | +77.2% | +0.7% | +20.9% |
| 5Y | +55.5% | +81.9% | -26.4% | +2.8% |
| All | +89.7% | +185.2% | -95.5% | -7.3% |
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