+19.3%
ECL vs OVV
+75.5%
-56.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.7% |
| 7D | +2.9% | +8.0% | -5.2% | +4.2% |
| 30D | +7.5% | -2.0% | +9.5% | +7.2% |
| 3M | +12.2% | +5.4% | +6.8% | +13.5% |
| 6M | +24.6% | +14.3% | +10.3% | +28.3% |
| YTD | +18.8% | +69.4% | -50.7% | +20.6% |
| 1Y | +19.3% | +72.4% | -53.0% | +21.2% |
| All | +19.3% | +75.5% | -56.2% | +21.2% |
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