+72.7%
OVLH vs SPY
+117.8%
-45.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | 0.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.1% |
| 30D | -2.1% | -2.4% | +0.2% | -0.7% |
| 3M | -2.0% | -1.2% | -0.8% | -1.3% |
| 6M | +0.4% | +3.3% | -2.9% | -1.8% |
| YTD | +6.2% | +12.3% | -6.0% | -1.6% |
| 1Y | +5.7% | +12.4% | -6.7% | -2.2% |
| 3Y | +56.0% | +78.8% | -22.8% | +4.6% |
| 5Y | +45.7% | +75.2% | -29.5% | +0.1% |
| All | +72.7% | +117.8% | -45.1% | -1.9% |
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