+56.0%
OVV vs SPG
+113.9%
-58.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | +8.0% | +2.0% | +6.1% | +6.6% |
| 30D | -2.0% | +17.2% | -19.3% | -12.3% |
| 3M | +5.4% | +6.3% | -0.9% | +0.6% |
| 6M | +14.3% | +18.7% | -4.4% | +0.3% |
| YTD | +69.4% | +30.1% | +39.3% | +37.8% |
| 1Y | +72.4% | +32.8% | +39.6% | +38.2% |
| 3Y | +58.4% | +133.6% | -75.2% | -16.0% |
| 5Y | +106.1% | +84.4% | +21.7% | +26.6% |
| All | +56.0% | +113.9% | -58.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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