-51.1%
OCUL vs VT
+213.2%
-264.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.1% | -5.9% | -4.4% |
| 7D | -12.0% | -4.2% | -7.9% | -6.3% |
| 30D | -12.4% | -5.8% | -6.6% | -4.5% |
| 3M | -24.4% | -5.2% | -19.1% | -18.0% |
| 6M | -33.8% | +0.1% | -33.9% | -33.7% |
| YTD | -47.0% | +8.2% | -55.3% | -52.3% |
| 1Y | -40.5% | +10.1% | -50.6% | -47.8% |
| 3Y | +97.2% | +69.7% | +27.6% | -0.4% |
| 5Y | -7.7% | +53.4% | -61.1% | -45.2% |
| 10Y | +23.2% | +219.2% | -196.0% | -67.2% |
| All | -51.1% | +213.2% | -264.3% | -86.3% |
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