-99.3%
OCGN vs VT
+217.6%
-316.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.5% |
| 7D | +27.5% | -0.1% | +27.7% | +28.5% |
| 30D | -0.6% | -3.1% | +2.4% | +5.1% |
| 3M | -27.5% | -3.5% | -24.0% | -22.5% |
| 6M | -37.1% | +0.5% | -37.5% | -36.8% |
| YTD | -29.6% | +10.8% | -40.4% | -39.2% |
| 1Y | -29.6% | +11.9% | -41.5% | -40.0% |
| 3Y | +163.9% | +73.0% | +90.9% | +20.8% |
| 5Y | -88.9% | +58.6% | -147.5% | -93.8% |
| 10Y | -99.3% | +219.2% | -318.5% | -99.7% |
| All | -99.3% | +217.6% | -316.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling