+83.5%
OVV vs JAAA
+27.4%
+56.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -16.7% | +0.2% | -16.8% | -17.0% |
| 30D | -1.5% | +0.4% | -1.9% | -2.7% |
| 3M | +1.6% | +1.2% | +0.4% | -1.7% |
| 6M | +2.0% | +2.3% | -0.3% | -4.2% |
| YTD | +56.8% | +3.9% | +52.9% | +41.1% |
| 1Y | +64.8% | +4.8% | +60.0% | +44.6% |
| 3Y | +38.3% | +18.5% | +19.7% | +6.5% |
| All | +83.5% | +27.4% | +56.1% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling