+90.4%
JEPQ vs OVV
+27.5%
+62.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.4% | -3.7% | +5.2% | +1.9% |
| 30D | +1.3% | +8.0% | -6.7% | +0.3% |
| 3M | +3.8% | +11.3% | -7.4% | +2.1% |
| 6M | +12.2% | +24.0% | -11.8% | +8.2% |
| YTD | +11.6% | +65.3% | -53.8% | +2.8% |
| 1Y | +19.9% | +60.2% | -40.3% | +10.7% |
| 3Y | +71.9% | +46.9% | +25.0% | +57.0% |
| All | +90.4% | +27.5% | +62.9% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling