+72.6%
SPY vs OVV
+107.0%
-34.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +2.6% | +8.0% | -5.5% | +1.4% |
| 30D | -2.0% | -2.0% | +0.1% | -1.8% |
| 3M | -2.8% | +5.4% | -8.2% | -3.9% |
| 6M | +2.1% | +14.3% | -12.1% | -0.6% |
| YTD | +11.5% | +69.4% | -57.9% | +0.5% |
| 1Y | +13.5% | +72.4% | -58.9% | +1.8% |
| 3Y | +77.7% | +58.4% | +19.3% | +58.0% |
| All | +72.6% | +107.0% | -34.4% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling