+49.1%
OVV vs JBHT
+194.3%
-145.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -0.9% |
| 7D | -14.9% | -1.4% | -13.5% | -14.3% |
| 30D | -0.9% | -3.1% | +2.1% | +0.3% |
| 3M | +5.6% | -19.5% | +25.1% | +17.1% |
| 6M | -2.5% | -9.6% | +7.1% | -0.3% |
| YTD | +57.8% | +13.3% | +44.5% | +38.4% |
| 1Y | +70.1% | +29.7% | +40.4% | +36.6% |
| 3Y | +35.1% | +28.3% | +6.8% | +1.4% |
| 5Y | +86.1% | +18.5% | +67.6% | +42.3% |
| All | +49.1% | +194.3% | -145.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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