+56.3%
OVV vs SPYG
+424.8%
-368.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -3.8% | +0.3% | -4.1% | -4.2% |
| 30D | +1.3% | -1.7% | +3.0% | +2.9% |
| 3M | +14.3% | +3.6% | +10.7% | +8.3% |
| 6M | +21.1% | +16.6% | +4.5% | -1.0% |
| YTD | +66.0% | +13.4% | +52.6% | +39.3% |
| 1Y | +59.3% | +19.6% | +39.7% | +24.7% |
| 3Y | +47.6% | +99.8% | -52.2% | -38.9% |
| 5Y | +162.0% | +85.0% | +77.0% | +16.5% |
| All | +56.3% | +424.8% | -368.4% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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