+465.0%
JPM vs OVV
+58.9%
+406.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +3.5% | +8.0% | -4.5% | +1.8% |
| 30D | +3.3% | -2.0% | +5.3% | +3.4% |
| 3M | -4.2% | +5.4% | -9.6% | -5.6% |
| 6M | +16.4% | +14.3% | +2.1% | +12.2% |
| YTD | +9.5% | +69.4% | -59.9% | -3.7% |
| 1Y | +14.0% | +72.4% | -58.4% | -0.3% |
| 3Y | +153.1% | +58.4% | +94.7% | +120.6% |
| 5Y | +134.9% | +106.1% | +28.8% | +83.2% |
| All | +465.0% | +58.9% | +406.1% | +213.5% |
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 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