-40.2%
OCCI vs VT
+153.7%
-193.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.4% | +0.4% | -4.9% | -4.7% |
| 30D | +6.5% | +1.0% | +5.5% | +5.8% |
| 3M | -17.1% | +2.4% | -19.5% | -18.5% |
| 6M | +0.1% | +12.0% | -11.9% | -7.7% |
| YTD | -37.6% | +15.3% | -52.9% | -43.7% |
| 1Y | -44.6% | +22.6% | -67.2% | -52.2% |
| 3Y | -37.5% | +74.7% | -112.2% | -58.4% |
| 5Y | -47.3% | +66.1% | -113.5% | -64.0% |
| All | -40.2% | +153.7% | -193.9% | -71.9% |
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