+31.6%
SPGI vs OVV
+46.2%
-14.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.9% | -10.7% | +9.9% | -0.1% |
| 30D | +15.5% | -5.3% | +20.8% | +15.8% |
| 3M | +15.7% | +2.4% | +13.3% | +15.2% |
| 6M | +19.1% | +5.7% | +13.4% | +18.0% |
| YTD | -4.1% | +56.8% | -60.8% | -9.9% |
| 1Y | +1.2% | +59.3% | -58.1% | -5.3% |
| 3Y | +31.6% | +49.0% | -17.4% | +21.3% |
| All | +31.6% | +46.2% | -14.7% | +21.3% |
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