+96.1%
JEPI vs OVV
+836.4%
-740.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +0.1% | +11.7% | -11.6% | -0.7% |
| 3M | +4.8% | +9.8% | -5.0% | +3.9% |
| 6M | +1.0% | +26.6% | -25.6% | -1.1% |
| YTD | +5.5% | +67.0% | -61.5% | +1.0% |
| 1Y | +9.2% | +55.9% | -46.7% | +5.0% |
| 3Y | +31.2% | +45.5% | -14.3% | +25.3% |
| 5Y | +41.4% | +157.3% | -116.0% | +30.3% |
| All | +96.1% | +836.4% | -740.3% | +68.6% |
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