+41.8%
OCC vs VT
+345.0%
-303.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.1% | -4.1% | -16.0% | -18.0% |
| 7D | -28.7% | -4.2% | -24.5% | -26.9% |
| 30D | -46.4% | -5.8% | -40.6% | -44.5% |
| 3M | -42.6% | -5.2% | -37.4% | -40.7% |
| 6M | -9.8% | +0.1% | -9.9% | -8.6% |
| YTD | +101.3% | +8.2% | +93.1% | +97.5% |
| 1Y | +17.3% | +10.1% | +7.2% | +14.2% |
| 3Y | +240.7% | +69.7% | +171.0% | +178.7% |
| 5Y | +132.1% | +53.4% | +78.7% | +96.2% |
| 10Y | +214.4% | +219.2% | -4.8% | +95.6% |
| All | +41.8% | +345.0% | -303.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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