-29.6%
OCS vs VT
+66.1%
-95.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -4.5% |
| 7D | -17.1% | -4.2% | -12.9% | -15.6% |
| 30D | -21.7% | -5.8% | -15.9% | -19.7% |
| 3M | -43.4% | -5.2% | -38.2% | -42.1% |
| 6M | -75.4% | +0.1% | -75.5% | -75.4% |
| YTD | -65.8% | +8.2% | -74.0% | -66.7% |
| 1Y | -64.7% | +10.1% | -74.8% | -65.8% |
| 3Y | -30.3% | +69.7% | -100.0% | -38.9% |
| 5Y | -29.8% | +53.4% | -83.2% | -38.9% |
| All | -29.6% | +66.1% | -95.7% | -37.5% |
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