-49.8%
OCUL vs VT
+213.9%
-263.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.2% |
| 7D | -5.4% | -2.3% | -3.1% | -1.9% |
| 30D | -8.8% | -5.0% | -3.8% | -1.8% |
| 3M | -24.5% | -4.9% | -19.7% | -18.6% |
| 6M | -32.1% | -1.5% | -30.5% | -30.4% |
| YTD | -45.7% | +8.5% | -54.2% | -51.2% |
| 1Y | -38.0% | +11.4% | -49.3% | -46.4% |
| 3Y | +138.9% | +70.1% | +68.9% | +20.3% |
| 5Y | -5.4% | +53.7% | -59.1% | -44.0% |
| 10Y | +26.3% | +220.0% | -193.6% | -66.5% |
| All | -49.8% | +213.9% | -263.8% | -86.0% |
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