+82.3%
SPYM vs OVV
+153.1%
-70.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +0.6% | -3.7% | +4.3% | +1.1% |
| 30D | -0.9% | +8.0% | -8.9% | -2.1% |
| 3M | +3.9% | +11.3% | -7.4% | +1.9% |
| 6M | +14.5% | +24.0% | -9.5% | +9.8% |
| YTD | +13.0% | +65.3% | -52.3% | +2.9% |
| 1Y | +19.4% | +60.2% | -40.7% | +9.0% |
| 3Y | +78.9% | +46.9% | +31.9% | +61.8% |
| 5Y | +82.3% | +158.7% | -76.4% | +47.7% |
| All | +82.3% | +153.1% | -70.8% | +47.7% |
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