+158.7%
OVV vs SPYG
+84.3%
+74.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -3.7% | +1.2% | -4.9% | -4.5% |
| 30D | +8.0% | -1.6% | +9.5% | +9.0% |
| 3M | +11.3% | +3.4% | +7.9% | +7.7% |
| 6M | +24.0% | +18.9% | +5.1% | +6.8% |
| YTD | +65.3% | +13.8% | +51.5% | +47.0% |
| 1Y | +60.2% | +20.6% | +39.6% | +35.0% |
| 3Y | +46.9% | +100.5% | -53.6% | -20.0% |
| 5Y | +158.7% | +84.6% | +74.1% | +51.8% |
| All | +158.7% | +84.3% | +74.4% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling