+171.6%
OVV vs SPY
+975.8%
-804.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +11.7% | +0.1% | +11.7% | +11.5% |
| 3M | +9.8% | +2.0% | +7.8% | +6.1% |
| 6M | +26.6% | +13.0% | +13.5% | +6.3% |
| YTD | +67.0% | +13.5% | +53.5% | +39.3% |
| 1Y | +55.9% | +20.0% | +36.0% | +21.0% |
| 3Y | +45.5% | +77.2% | -31.7% | -30.1% |
| 5Y | +157.3% | +81.9% | +75.5% | +21.1% |
| 10Y | +65.0% | +314.1% | -249.1% | -60.5% |
| All | +171.6% | +975.8% | -804.1% | -72.9% |
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