+828.4%
SPYM vs OVV
-8.6%
+837.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.1% | +11.7% | -11.7% | -1.8% |
| 3M | +2.0% | +9.8% | -7.8% | +0.2% |
| 6M | +13.1% | +26.6% | -13.5% | +8.1% |
| YTD | +13.6% | +67.0% | -53.4% | +3.6% |
| 1Y | +20.1% | +55.9% | -35.9% | +10.3% |
| 3Y | +77.6% | +45.5% | +32.1% | +62.0% |
| 5Y | +82.5% | +157.3% | -74.8% | +46.2% |
| 10Y | +317.6% | +65.0% | +252.6% | +186.7% |
| All | +828.4% | -8.6% | +837.0% | +582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling