+1,933.5%
JPM vs OVV
+162.8%
+1,770.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -0.2% | +11.7% | -11.9% | -3.1% |
| 3M | +15.9% | +9.8% | +6.1% | +12.5% |
| 6M | +20.9% | +26.6% | -5.6% | +12.4% |
| YTD | +12.9% | +67.0% | -54.1% | -2.8% |
| 1Y | +20.3% | +55.9% | -35.6% | +5.0% |
| 3Y | +160.9% | +45.5% | +115.4% | +125.5% |
| 5Y | +154.8% | +157.3% | -2.5% | +76.0% |
| 10Y | +591.1% | +65.0% | +526.1% | +274.3% |
| All | +1,933.5% | +162.8% | +1,770.7% | +448.9% |
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