+171.6%
OVV vs SPYG
+1,203.9%
-1,032.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +0.3% | +0.4% | -0.1% | -0.2% |
| 30D | +11.7% | -0.4% | +12.2% | +12.0% |
| 3M | +9.8% | +0.5% | +9.3% | +7.6% |
| 6M | +26.6% | +17.5% | +9.1% | +3.7% |
| YTD | +67.0% | +14.3% | +52.7% | +40.1% |
| 1Y | +55.9% | +21.7% | +34.2% | +21.7% |
| 3Y | +45.5% | +98.6% | -53.1% | -33.7% |
| 5Y | +157.3% | +85.1% | +72.2% | +24.0% |
| 10Y | +65.0% | +412.0% | -347.0% | -66.9% |
| All | +171.6% | +1,203.9% | -1,032.3% | -77.8% |
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 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