+84.1%
JEPQ vs OVV
+29.7%
+54.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | +5.7% | +6.5% | -0.8% | +4.9% |
| 30D | -5.9% | -2.7% | -3.3% | -5.7% |
| 3M | -2.5% | +3.1% | -5.6% | -3.1% |
| 6M | +1.3% | +12.8% | -11.6% | -0.8% |
| YTD | +7.8% | +68.1% | -60.3% | -1.1% |
| 1Y | +8.8% | +73.6% | -64.9% | -0.9% |
| 3Y | +62.3% | +57.6% | +4.7% | +46.8% |
| All | +84.1% | +29.7% | +54.4% | +70.8% |
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