+586.3%
OVLY vs SPY
+1,004.1%
-417.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +4.3% | +0.1% | +4.2% | +4.3% |
| 3M | +4.8% | +2.0% | +2.8% | +4.0% |
| 6M | +6.4% | +13.0% | -6.6% | +2.2% |
| YTD | +18.7% | +13.5% | +5.2% | +13.9% |
| 1Y | +22.4% | +20.0% | +2.5% | +15.4% |
| 3Y | +42.6% | +77.2% | -34.6% | +20.6% |
| 5Y | +116.2% | +81.9% | +34.3% | +80.1% |
| 10Y | +313.4% | +314.1% | -0.7% | +200.2% |
| All | +586.3% | +1,004.1% | -417.8% | +393.5% |
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