+17.4%
OVM vs SPY
+185.2%
-167.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | -2.5% | +2.0% | -4.5% | -2.8% |
| 6M | -0.9% | +13.0% | -13.9% | -2.7% |
| YTD | +1.6% | +13.5% | -11.9% | -0.4% |
| 1Y | +5.9% | +20.0% | -14.1% | +2.9% |
| 3Y | +14.2% | +77.2% | -63.0% | +4.6% |
| 5Y | +4.2% | +81.9% | -77.7% | -5.4% |
| All | +17.4% | +185.2% | -167.8% | +0.1% |
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