+1,764.1%
ECL vs OVV
+148.3%
+1,615.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -2.5% |
| 7D | +1.7% | -14.9% | +16.5% | +4.1% |
| 30D | +8.9% | -0.9% | +9.8% | +8.9% |
| 3M | +7.4% | +5.6% | +1.8% | +6.1% |
| 6M | +19.3% | -2.5% | +21.8% | +18.8% |
| YTD | +17.4% | +57.8% | -40.4% | +7.4% |
| 1Y | +19.4% | +70.1% | -50.7% | +7.7% |
| 3Y | +80.5% | +35.1% | +45.3% | +64.9% |
| 5Y | +40.2% | +86.1% | -45.8% | +15.5% |
| 10Y | +207.8% | +55.5% | +152.3% | +102.7% |
| All | +1,764.1% | +148.3% | +1,615.8% | +728.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling