+312.8%
SPY vs OVV
+61.5%
+251.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.1% | +11.7% | -11.7% | -1.5% |
| 3M | +2.0% | +9.8% | -7.8% | +0.4% |
| 6M | +13.0% | +26.6% | -13.5% | +8.7% |
| YTD | +13.5% | +67.0% | -53.5% | +4.9% |
| 1Y | +20.0% | +55.9% | -36.0% | +11.6% |
| 3Y | +77.2% | +45.5% | +31.7% | +63.8% |
| 5Y | +81.9% | +157.3% | -75.5% | +51.7% |
| All | +312.8% | +61.5% | +251.3% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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