+17.2%
OVT vs SPY
+115.7%
-98.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | 0.0% | -3.3% | +3.3% | +0.5% |
| 3M | -0.8% | -2.4% | +1.7% | -0.4% |
| 6M | -0.4% | +2.6% | -2.9% | -0.9% |
| YTD | +2.0% | +11.2% | -9.2% | +0.2% |
| 1Y | +3.8% | +13.4% | -9.6% | +1.6% |
| 3Y | +24.0% | +79.9% | -55.9% | +12.1% |
| 5Y | +14.3% | +72.2% | -57.9% | +2.9% |
| All | +17.2% | +115.7% | -98.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling