+8.8%
JEPQ vs OVV
+70.1%
-61.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.1% |
| 7D | +5.7% | +6.5% | -0.8% | +6.1% |
| 30D | -5.9% | -2.7% | -3.3% | -6.0% |
| 3M | -2.5% | +3.1% | -5.6% | -2.1% |
| 6M | +1.3% | +12.8% | -11.6% | +2.4% |
| YTD | +7.8% | +68.1% | -60.3% | +9.8% |
| 1Y | +8.8% | +73.6% | -64.9% | +10.7% |
| All | +8.8% | +70.1% | -61.3% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling