+1,806.0%
JPM vs OVV
+146.7%
+1,659.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.8% | -16.7% | +15.9% | +3.8% |
| 30D | +1.5% | -1.5% | +3.0% | +1.6% |
| 3M | -5.7% | +1.6% | -7.2% | -6.6% |
| 6M | +7.2% | +2.0% | +5.2% | +5.5% |
| YTD | +5.8% | +56.8% | -51.0% | -7.8% |
| 1Y | +8.8% | +64.8% | -56.1% | -6.7% |
| 3Y | +147.4% | +38.3% | +109.1% | +116.2% |
| 5Y | +125.3% | +84.9% | +40.4% | +69.7% |
| 10Y | +540.5% | +54.5% | +486.0% | +254.6% |
| All | +1,806.0% | +146.7% | +1,659.3% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling