+16.0%
SPGI vs OVV
+104.2%
-88.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.7% | 0.0% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | +15.3% | -2.5% | +17.8% | +15.4% |
| 3M | +16.5% | +0.5% | +16.0% | +16.2% |
| 6M | +19.8% | +8.5% | +11.4% | +18.2% |
| YTD | -3.2% | +64.5% | -67.7% | -10.0% |
| 1Y | +1.8% | +64.7% | -62.9% | -5.4% |
| 3Y | +30.6% | +54.1% | -23.6% | +20.0% |
| 5Y | +16.0% | +95.4% | -79.4% | +1.2% |
| All | +16.0% | +104.2% | -88.1% | +1.2% |
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