+74.1%
OVLH vs SPY
+118.0%
-43.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.1% | -0.4% | +0.2% | +0.1% |
| 30D | -1.6% | -1.4% | -0.2% | -0.7% |
| 3M | +1.8% | +3.7% | -1.9% | -0.6% |
| 6M | +7.9% | +13.0% | -5.1% | -0.4% |
| YTD | +7.1% | +12.4% | -5.3% | -0.8% |
| 1Y | +11.0% | +18.5% | -7.6% | -0.8% |
| 3Y | +54.5% | +77.6% | -23.1% | +4.2% |
| 5Y | +49.8% | +81.7% | -31.9% | -0.3% |
| All | +74.1% | +118.0% | -43.9% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling