+36.6%
ECL vs OVV
+101.5%
-64.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.4% | -1.3% |
| 7D | -0.5% | +6.5% | -7.0% | -0.8% |
| 30D | +6.6% | -2.7% | +9.2% | +6.6% |
| 3M | +9.6% | +3.1% | +6.5% | +9.2% |
| 6M | +21.6% | +12.8% | +8.8% | +20.2% |
| YTD | +16.9% | +68.1% | -51.2% | +11.1% |
| 1Y | +17.9% | +73.6% | -55.8% | +11.6% |
| 3Y | +76.5% | +57.6% | +18.9% | +65.8% |
| 5Y | +36.6% | +104.5% | -67.9% | +22.4% |
| All | +36.6% | +101.5% | -64.9% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling