+155.0%
OVV vs SPY
+929.6%
-774.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -1.0% |
| 7D | -16.7% | -2.7% | -14.0% | -14.1% |
| 30D | -1.5% | -5.4% | +3.9% | +4.8% |
| 3M | +1.6% | -4.1% | +5.7% | +6.0% |
| 6M | +2.0% | +0.7% | +1.3% | -0.7% |
| YTD | +56.8% | +8.7% | +48.1% | +37.0% |
| 1Y | +64.8% | +10.9% | +54.0% | +40.1% |
| 3Y | +38.3% | +75.0% | -36.7% | -32.9% |
| 5Y | +84.9% | +67.8% | +17.1% | -4.6% |
| 10Y | +54.5% | +312.9% | -258.3% | -62.9% |
| All | +155.0% | +929.6% | -774.5% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling