+15.9%
ECHO vs OVV
+57.1%
-41.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.0% |
| 7D | +8.6% | -3.7% | +12.3% | +8.6% |
| 30D | +3.8% | +8.0% | -4.2% | +3.6% |
| 3M | -19.9% | +11.3% | -31.2% | -20.0% |
| 6M | -12.1% | +24.0% | -36.1% | -14.3% |
| YTD | -14.1% | +65.3% | -79.4% | -20.3% |
| 1Y | +15.9% | +60.2% | -44.3% | +5.4% |
| All | +15.9% | +57.1% | -41.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling