+28.9%
JD vs OVV
+48.9%
-20.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.9% | -10.7% | +18.6% | +9.6% |
| 30D | +4.8% | -5.3% | +10.1% | +5.3% |
| 3M | -13.9% | +2.4% | -16.3% | -14.5% |
| 6M | -5.8% | +5.7% | -11.5% | -7.1% |
| YTD | +2.4% | +56.8% | -54.3% | -5.2% |
| 1Y | -7.5% | +59.3% | -66.8% | -14.7% |
| 3Y | +20.9% | +49.0% | -28.1% | +11.0% |
| 5Y | -58.0% | +88.1% | -146.2% | -63.4% |
| 10Y | +28.9% | +42.5% | -13.7% | +5.2% |
| All | +28.9% | +48.9% | -20.0% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling