+704.7%
OVV vs JAAA
+30.2%
+674.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.5% | +0.1% | +6.4% | +6.3% |
| 30D | -2.7% | +0.4% | -3.1% | -3.7% |
| 3M | +3.1% | +1.2% | +1.9% | +0.1% |
| 6M | +12.8% | +2.3% | +10.5% | +6.6% |
| YTD | +68.1% | +4.0% | +64.2% | +52.3% |
| 1Y | +73.6% | +4.8% | +68.8% | +54.0% |
| 3Y | +57.6% | +18.5% | +39.1% | +23.0% |
| 5Y | +104.5% | +27.5% | +77.1% | +50.6% |
| All | +704.7% | +30.2% | +674.5% | +485.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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