+79.3%
JEPQ vs OVV
+23.1%
+56.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -1.4% | -7.3% | +5.9% | -0.4% |
| 30D | -8.6% | -3.6% | -5.1% | -8.3% |
| 3M | -4.5% | -2.6% | -1.9% | -4.4% |
| 6M | -1.3% | +7.6% | -8.9% | -2.8% |
| YTD | +5.0% | +59.6% | -54.6% | -3.0% |
| 1Y | +5.9% | +62.2% | -56.3% | -2.6% |
| 3Y | +58.0% | +49.6% | +8.4% | +44.0% |
| All | +79.3% | +23.1% | +56.2% | +67.5% |
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