+355.7%
JCI vs OVV
+162.8%
+192.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.2% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | -5.7% | +11.7% | -17.4% | -7.8% |
| 3M | -1.4% | +9.8% | -11.2% | -3.6% |
| 6M | +4.1% | +26.6% | -22.4% | -1.4% |
| YTD | +21.7% | +67.0% | -45.3% | +9.1% |
| 1Y | +36.1% | +55.9% | -19.8% | +23.1% |
| 3Y | +154.4% | +45.5% | +108.9% | +128.7% |
| 5Y | +112.0% | +157.3% | -45.3% | +62.9% |
| 10Y | +322.2% | +65.0% | +257.2% | +172.1% |
| All | +355.7% | +162.8% | +192.9% | +150.4% |
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