-8.9%
JD vs OVV
+70.1%
-79.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.1% |
| 7D | -4.0% | +6.5% | -10.5% | -3.6% |
| 30D | +2.7% | -2.7% | +5.3% | +2.5% |
| 3M | -13.0% | +3.1% | -16.2% | -13.0% |
| 6M | -12.7% | +12.8% | -25.5% | -12.4% |
| YTD | -0.8% | +68.1% | -68.9% | -3.6% |
| 1Y | -8.9% | +73.6% | -82.5% | -11.3% |
| All | -8.9% | +70.1% | -79.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling