-57.1%
JD vs OVV
+84.0%
-141.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.8% |
| 7D | +13.4% | -16.7% | +30.0% | +17.3% |
| 30D | +7.7% | -1.5% | +9.2% | +7.6% |
| 3M | -11.3% | +1.6% | -12.8% | -12.1% |
| 6M | -5.1% | +2.0% | -7.2% | -6.5% |
| YTD | +5.0% | +56.8% | -51.8% | -6.8% |
| 1Y | -5.6% | +64.8% | -70.5% | -17.4% |
| 3Y | +17.8% | +38.3% | -20.5% | +4.7% |
| All | -57.1% | +84.0% | -141.2% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling