+650.3%
OVV vs JAAA
+30.2%
+620.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.7% | +0.1% | -10.8% | -10.9% |
| 30D | -5.3% | +0.4% | -5.7% | -6.2% |
| 3M | +2.4% | +1.1% | +1.2% | -0.5% |
| 6M | +5.7% | +2.3% | +3.4% | -0.2% |
| YTD | +56.8% | +3.9% | +52.9% | +42.2% |
| 1Y | +59.3% | +4.8% | +54.5% | +41.2% |
| 3Y | +49.0% | +18.4% | +30.5% | +16.4% |
| 5Y | +88.1% | +27.4% | +60.7% | +38.7% |
| All | +650.3% | +30.2% | +620.1% | +446.7% |
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