+506.0%
JPM vs OVV
+48.9%
+457.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.4% | -10.7% | +11.2% | +2.7% |
| 30D | +2.7% | -5.3% | +8.0% | +3.6% |
| 3M | -3.8% | +2.4% | -6.2% | -4.8% |
| 6M | +14.3% | +5.7% | +8.7% | +12.0% |
| YTD | +8.2% | +56.8% | -48.6% | -3.3% |
| 1Y | +11.0% | +59.3% | -48.3% | -1.4% |
| 3Y | +152.7% | +49.0% | +103.7% | +123.0% |
| 5Y | +130.8% | +88.1% | +42.7% | +83.4% |
| 10Y | +506.0% | +42.5% | +463.4% | +244.0% |
| All | +506.0% | +48.9% | +457.1% | +244.0% |
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