+71.8%
OVLH vs SPY
+115.7%
-43.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -2.8% | -3.3% | +0.6% | -0.6% |
| 3M | -2.8% | -2.4% | -0.4% | -1.3% |
| 6M | +0.1% | +2.6% | -2.5% | -1.6% |
| YTD | +5.7% | +11.2% | -5.6% | -1.5% |
| 1Y | +6.1% | +13.4% | -7.3% | -2.3% |
| 3Y | +57.2% | +79.9% | -22.7% | +5.0% |
| 5Y | +43.9% | +72.2% | -28.3% | +0.2% |
| All | +71.8% | +115.7% | -43.9% | -1.8% |
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