+1,302.7%
JBL vs OVV
+146.7%
+1,155.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -12.3% | -16.7% | +4.3% | -7.9% |
| 30D | -20.2% | -1.5% | -18.7% | -19.9% |
| 3M | -30.6% | +1.6% | -32.2% | -31.3% |
| 6M | -35.8% | +2.0% | -37.8% | -36.9% |
| YTD | +4.9% | +56.8% | -51.9% | -9.3% |
| 1Y | +11.3% | +64.8% | -53.5% | -5.4% |
| 3Y | +89.1% | +38.3% | +50.8% | +64.9% |
| 5Y | +272.1% | +84.9% | +187.2% | +180.4% |
| 10Y | +1,150.2% | +54.5% | +1,095.6% | +589.2% |
| All | +1,302.7% | +146.7% | +1,155.9% | +388.6% |
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