+355.9%
JCI vs OVV
+158.7%
+197.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.6% | +1.9% |
| 7D | +2.9% | +1.2% | +1.7% | +2.7% |
| 30D | -6.9% | -2.5% | -4.4% | -6.6% |
| 3M | -6.3% | +0.5% | -6.8% | -6.7% |
| 6M | +2.6% | +8.5% | -5.9% | +0.2% |
| YTD | +21.8% | +64.5% | -42.6% | +9.2% |
| 1Y | +19.6% | +64.7% | -45.1% | +7.0% |
| 3Y | +194.9% | +54.1% | +140.8% | +162.1% |
| 5Y | +108.1% | +95.4% | +12.7% | +68.7% |
| 10Y | +307.6% | +54.9% | +252.7% | +167.3% |
| All | +355.9% | +158.7% | +197.2% | +150.6% |
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