+583.6%
JPM vs OVV
+54.2%
+529.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -0.4% | -3.7% | +3.3% | +0.4% |
| 30D | -1.1% | +8.0% | -9.1% | -2.8% |
| 3M | +14.1% | +11.3% | +2.9% | +11.2% |
| 6M | +23.3% | +24.0% | -0.7% | +16.7% |
| YTD | +11.3% | +65.3% | -54.1% | -1.2% |
| 1Y | +23.0% | +60.2% | -37.2% | +9.5% |
| 3Y | +162.6% | +46.9% | +115.6% | +133.0% |
| 5Y | +152.8% | +158.7% | -6.0% | +88.3% |
| 10Y | +583.6% | +50.8% | +532.8% | +284.7% |
| All | +583.6% | +54.2% | +529.5% | +284.7% |
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 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