+33.0%
SPGI vs OVV
+35.0%
-2.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.7% |
| 7D | +2.6% | -14.9% | +17.4% | +3.7% |
| 30D | +19.3% | -0.9% | +20.2% | +19.1% |
| 3M | +15.5% | +5.6% | +9.9% | +14.7% |
| 6M | +18.3% | -2.5% | +20.8% | +18.2% |
| YTD | -3.8% | +57.8% | -61.6% | -9.7% |
| 1Y | +1.3% | +70.1% | -68.7% | -6.0% |
| All | +33.0% | +35.0% | -2.0% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling