+1,722.0%
JBL vs OVV
+162.8%
+1,559.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.0% |
| 7D | +3.0% | +0.3% | +2.8% | +2.9% |
| 30D | -8.3% | +11.7% | -20.0% | -11.2% |
| 3M | -16.9% | +9.8% | -26.7% | -19.6% |
| 6M | +21.8% | +26.6% | -4.8% | +12.3% |
| YTD | +36.3% | +67.0% | -30.7% | +16.1% |
| 1Y | +49.5% | +55.9% | -6.4% | +29.1% |
| 3Y | +170.6% | +45.5% | +125.1% | +132.7% |
| 5Y | +408.4% | +157.3% | +251.0% | +249.1% |
| 10Y | +1,450.4% | +65.0% | +1,385.4% | +734.2% |
| All | +1,722.0% | +162.8% | +1,559.2% | +525.6% |
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