-19.1%
OCUL vs VT
+233.7%
-252.8%
-95.2%
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 | +2.7% | +0.4% | +2.3% | +2.0% |
| 30D | +25.2% | +1.0% | +24.2% | +23.5% |
| 3M | +20.9% | +2.4% | +18.5% | +16.6% |
| 6M | -3.6% | +12.0% | -15.6% | -17.6% |
| YTD | -12.4% | +15.3% | -27.7% | -28.2% |
| 1Y | -16.2% | +22.6% | -38.8% | -37.2% |
| 3Y | +174.9% | +74.7% | +100.3% | +32.7% |
| 5Y | -2.6% | +66.1% | -68.7% | -48.4% |
| 10Y | +66.8% | +225.0% | -158.2% | -57.3% |
| All | -19.1% | +233.7% | -252.8% | -79.4% |
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