+83.5%
OVV vs SPG
+74.6%
+8.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.1% |
| 7D | -16.7% | +4.9% | -21.6% | -19.1% |
| 30D | -1.5% | +15.6% | -17.1% | -9.7% |
| 3M | +1.6% | +4.1% | -2.5% | -1.2% |
| 6M | +2.0% | +13.6% | -11.5% | -6.6% |
| YTD | +56.8% | +27.5% | +29.3% | +31.7% |
| 1Y | +64.8% | +32.2% | +32.6% | +35.1% |
| 3Y | +38.3% | +126.0% | -87.7% | -23.3% |
| All | +83.5% | +74.6% | +8.9% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling