+54.3%
JD vs OVV
-27.1%
+81.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -1.7% | +0.3% | -1.9% | -1.7% |
| 30D | -13.2% | +11.7% | -24.9% | -14.5% |
| 3M | -3.2% | +9.8% | -13.0% | -4.6% |
| 6M | +15.2% | +26.6% | -11.3% | +11.1% |
| YTD | +2.0% | +67.0% | -65.0% | -5.5% |
| 1Y | -5.4% | +55.9% | -61.3% | -11.7% |
| 3Y | -9.1% | +45.5% | -54.6% | -15.6% |
| 5Y | -59.6% | +157.3% | -217.0% | -65.6% |
| 10Y | +26.2% | +65.0% | -38.8% | -1.4% |
| All | +54.3% | -27.1% | +81.4% | +37.7% |
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