+72.7%
SPYM vs OVV
+85.0%
-12.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +0.1% | -10.7% | +10.8% | +1.7% |
| 30D | -3.3% | -5.3% | +2.0% | -2.7% |
| 3M | -2.4% | +2.4% | -4.8% | -3.1% |
| 6M | +2.6% | +5.7% | -3.1% | +1.0% |
| YTD | +11.3% | +56.8% | -45.4% | +1.7% |
| 1Y | +13.5% | +59.3% | -45.8% | +3.3% |
| 3Y | +80.3% | +49.0% | +31.3% | +62.2% |
| 5Y | +72.7% | +88.1% | -15.4% | +44.9% |
| All | +72.7% | +85.0% | -12.3% | +44.9% |
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