-21.3%
OVID vs SPY
+67.4%
-88.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.2% | +10.1% |
| 7D | +12.2% | -2.7% | +14.9% | +15.8% |
| 30D | +20.8% | -5.4% | +26.2% | +28.4% |
| 3M | +7.5% | -4.1% | +11.6% | +12.9% |
| 6M | +2.5% | +0.7% | +1.8% | +2.4% |
| YTD | +74.8% | +8.7% | +66.2% | +61.7% |
| 1Y | +114.3% | +10.9% | +103.4% | +95.4% |
| 3Y | -12.3% | +75.0% | -87.3% | -44.3% |
| All | -21.3% | +67.4% | -88.6% | -49.0% |
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