+48.2%
OVV vs SPY
+312.9%
-264.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -1.1% |
| 7D | -16.7% | -2.7% | -14.0% | -13.6% |
| 30D | -1.5% | -5.4% | +3.9% | +6.1% |
| 3M | +1.6% | -4.1% | +5.7% | +6.8% |
| 6M | +2.0% | +0.7% | +1.3% | -1.6% |
| YTD | +56.8% | +8.7% | +48.1% | +32.1% |
| 1Y | +64.8% | +10.9% | +54.0% | +34.1% |
| 3Y | +38.3% | +75.0% | -36.7% | -46.5% |
| 5Y | +84.9% | +67.8% | +17.1% | -23.3% |
| All | +48.2% | +312.9% | -264.7% | -80.2% |
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