+58.6%
ECL vs OVV
+49.8%
+8.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.1% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | -2.2% | +11.7% | -13.9% | -2.1% |
| 3M | +10.1% | +9.8% | +0.3% | +10.2% |
| 6M | -5.7% | +26.6% | -32.3% | -6.4% |
| YTD | +7.0% | +67.0% | -60.1% | +4.6% |
| 1Y | +2.7% | +55.9% | -53.3% | +0.7% |
| All | +58.6% | +49.8% | +8.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling