+411.3%
JBL vs OVV
+153.1%
+258.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +4.4% | -3.7% | +8.1% | +5.3% |
| 30D | -8.4% | +8.0% | -16.4% | -10.3% |
| 3M | -14.2% | +11.3% | -25.4% | -16.8% |
| 6M | +29.6% | +24.0% | +5.6% | +21.0% |
| YTD | +37.1% | +65.3% | -28.2% | +18.3% |
| 1Y | +49.5% | +60.2% | -10.7% | +29.5% |
| 3Y | +192.7% | +46.9% | +145.7% | +152.6% |
| 5Y | +411.3% | +158.7% | +252.6% | +264.1% |
| All | +411.3% | +153.1% | +258.2% | +264.1% |
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 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