+101.1%
JEPI vs OVV
+849.9%
-748.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.7% | +8.0% | -5.3% | +2.1% |
| 30D | +2.5% | -2.0% | +4.6% | +2.6% |
| 3M | +1.9% | +5.4% | -3.5% | +1.4% |
| 6M | +7.7% | +14.3% | -6.5% | +6.4% |
| YTD | +8.2% | +69.4% | -61.3% | +3.3% |
| 1Y | +10.4% | +72.4% | -62.0% | +5.3% |
| 3Y | +36.5% | +58.4% | -21.9% | +29.7% |
| 5Y | +44.2% | +106.1% | -61.9% | +33.9% |
| All | +101.1% | +849.9% | -748.8% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling