+1,732.7%
ECL vs OVV
+146.7%
+1,586.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.6% |
| 7D | -0.8% | -16.7% | +15.9% | +2.0% |
| 30D | +8.1% | -1.5% | +9.6% | +8.2% |
| 3M | +6.4% | +1.6% | +4.8% | +5.7% |
| 6M | +14.8% | +2.0% | +12.7% | +13.5% |
| YTD | +15.5% | +56.8% | -41.3% | +5.7% |
| 1Y | +20.1% | +64.8% | -44.7% | +8.9% |
| 3Y | +77.8% | +38.3% | +39.5% | +61.8% |
| 5Y | +37.9% | +84.9% | -47.0% | +13.7% |
| 10Y | +202.7% | +54.5% | +148.1% | +99.5% |
| All | +1,732.7% | +146.7% | +1,586.0% | +715.8% |
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 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