-62.4%
JD vs OVV
+107.0%
-169.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | -4.1% | +8.0% | -12.2% | -5.6% |
| 30D | +4.6% | -2.0% | +6.6% | +4.7% |
| 3M | -4.7% | +5.4% | -10.2% | -6.3% |
| 6M | -17.4% | +14.3% | -31.6% | -20.3% |
| YTD | +0.7% | +69.4% | -68.7% | -11.8% |
| 1Y | -5.9% | +72.4% | -78.2% | -18.1% |
| 3Y | +18.9% | +58.4% | -39.5% | +2.8% |
| All | -62.4% | +107.0% | -169.3% | -69.9% |
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