+308.7%
SPGI vs OVV
+61.5%
+247.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.4% |
| 7D | +0.1% | +0.3% | -0.1% | +0.1% |
| 30D | +8.4% | +11.7% | -3.3% | +6.9% |
| 3M | +11.8% | +9.8% | +2.0% | +10.3% |
| 6M | +5.7% | +26.6% | -20.9% | +2.2% |
| YTD | -9.7% | +67.0% | -76.7% | -15.8% |
| 1Y | -12.5% | +55.9% | -68.4% | -17.9% |
| 3Y | +21.8% | +45.5% | -23.7% | +13.4% |
| 5Y | +8.2% | +157.3% | -149.2% | -8.9% |
| All | +308.7% | +61.5% | +247.1% | +169.4% |
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