+159.6%
OVV vs SPYG
+1,125.5%
-965.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.6% |
| 7D | -7.3% | -1.9% | -5.3% | -5.8% |
| 30D | -3.6% | -9.2% | +5.6% | +5.3% |
| 3M | -2.6% | -6.8% | +4.2% | +3.2% |
| 6M | +7.6% | -2.6% | +10.2% | +7.3% |
| YTD | +59.6% | +7.5% | +52.1% | +41.0% |
| 1Y | +62.2% | +6.7% | +55.5% | +43.8% |
| 3Y | +49.6% | +90.1% | -40.5% | -29.5% |
| 5Y | +98.9% | +69.2% | +29.7% | +4.3% |
| 10Y | +45.1% | +391.9% | -346.7% | -70.0% |
| All | +159.6% | +1,125.5% | -965.9% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling