+56.4%
JD vs OVV
-31.1%
+87.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +3.7% |
| 7D | +11.7% | -14.9% | +26.6% | +14.0% |
| 30D | +8.1% | -0.9% | +9.0% | +8.0% |
| 3M | -12.0% | +5.6% | -17.6% | -12.9% |
| 6M | -3.5% | -2.5% | -1.0% | -3.8% |
| YTD | +3.3% | +57.8% | -54.5% | -3.8% |
| 1Y | -7.4% | +70.1% | -77.5% | -14.8% |
| 3Y | +16.6% | +35.1% | -18.5% | +9.2% |
| 5Y | -57.9% | +86.1% | -143.9% | -62.8% |
| 10Y | +32.6% | +55.5% | -22.9% | +4.3% |
| All | +56.4% | -31.1% | +87.5% | +40.2% |
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 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