+1,597.7%
ECL vs OVV
+162.8%
+1,434.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -2.2% | +11.7% | -13.9% | -4.0% |
| 3M | +10.1% | +9.8% | +0.3% | +8.0% |
| 6M | -5.7% | +26.6% | -32.3% | -10.1% |
| YTD | +7.0% | +67.0% | -60.1% | -2.7% |
| 1Y | +2.7% | +55.9% | -53.3% | -5.9% |
| 3Y | +57.7% | +45.5% | +12.2% | +42.5% |
| 5Y | +31.1% | +157.3% | -126.2% | +2.1% |
| 10Y | +150.9% | +65.0% | +85.9% | +63.2% |
| All | +1,597.7% | +162.8% | +1,434.9% | +650.4% |
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 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