+155.0%
OVV vs SPG
+2,058.3%
-1,903.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | -16.7% | +4.9% | -21.6% | -18.7% |
| 30D | -1.5% | +15.6% | -17.1% | -8.3% |
| 3M | +1.6% | +4.1% | -2.5% | -0.7% |
| 6M | +2.0% | +13.6% | -11.5% | -4.9% |
| YTD | +56.8% | +27.5% | +29.3% | +37.3% |
| 1Y | +64.8% | +32.2% | +32.6% | +41.8% |
| 3Y | +38.3% | +126.0% | -87.7% | -8.4% |
| 5Y | +84.9% | +74.7% | +10.1% | +37.4% |
| 10Y | +54.5% | +112.8% | -58.3% | +6.4% |
| All | +155.0% | +2,058.3% | -1,903.3% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling