+17.5%
OVM vs SPY
+172.1%
-154.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | 0.0% |
| 7D | -0.2% | -4.7% | +4.5% | +0.5% |
| 30D | +2.6% | -5.9% | +8.5% | +3.5% |
| 3M | -1.4% | -4.5% | +3.2% | -0.7% |
| 6M | -1.2% | +1.8% | -3.0% | -1.5% |
| YTD | +1.7% | +8.3% | -6.6% | +0.4% |
| 1Y | +2.7% | +9.3% | -6.6% | +1.3% |
| 3Y | +17.9% | +74.9% | -56.9% | +8.4% |
| 5Y | +4.8% | +67.3% | -62.4% | -3.6% |
| All | +17.5% | +172.1% | -154.6% | +0.9% |
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