+25.5%
OCS vs VT
+77.0%
-51.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | +0.8% | +1.0% | -0.1% | +0.4% |
| 3M | +2.9% | +2.4% | +0.5% | +2.0% |
| 6M | -56.1% | +12.0% | -68.1% | -58.0% |
| YTD | -39.1% | +15.3% | -54.4% | -42.2% |
| 1Y | -29.1% | +22.6% | -51.7% | -34.0% |
| 3Y | -4.7% | +74.7% | -79.4% | -18.5% |
| 5Y | +25.9% | +66.1% | -40.3% | +6.5% |
| All | +25.5% | +77.0% | -51.6% | +8.4% |
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