+577.3%
OVLY vs SPY
+984.1%
-406.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.3% | +2.6% | -2.3% | -0.5% |
| 30D | +3.0% | -2.0% | +4.9% | +3.6% |
| 3M | +0.6% | -2.8% | +3.3% | +1.4% |
| 6M | +5.9% | +2.1% | +3.7% | +5.0% |
| YTD | +17.2% | +11.5% | +5.7% | +13.0% |
| 1Y | +20.6% | +13.5% | +7.1% | +15.7% |
| 3Y | +46.2% | +77.7% | -31.5% | +23.6% |
| 5Y | +108.3% | +72.6% | +35.7% | +76.1% |
| 10Y | +262.6% | +308.2% | -45.6% | +164.7% |
| All | +577.3% | +984.1% | -406.8% | +389.6% |
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