+2,031.6%
SPGI vs OVV
+162.8%
+1,868.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.3% |
| 7D | +0.1% | +0.3% | -0.1% | +0.1% |
| 30D | +8.4% | +11.7% | -3.3% | +6.2% |
| 3M | +11.8% | +9.8% | +2.0% | +9.5% |
| 6M | +5.7% | +26.6% | -20.9% | +0.5% |
| YTD | -9.7% | +67.0% | -76.7% | -18.7% |
| 1Y | -12.5% | +55.9% | -68.4% | -20.5% |
| 3Y | +21.8% | +45.5% | -23.7% | +9.5% |
| 5Y | +8.2% | +157.3% | -149.2% | -17.1% |
| 10Y | +309.5% | +65.0% | +244.5% | +155.0% |
| All | +2,031.6% | +162.8% | +1,868.8% | +1,038.2% |
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 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