-65.9%
OIH vs VT
+360.7%
-426.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +1.3% |
| 7D | +1.0% | -0.7% | +1.6% | +1.9% |
| 30D | -4.9% | -1.7% | -3.2% | -2.9% |
| 3M | -11.0% | -2.3% | -8.7% | -8.5% |
| 6M | -14.3% | +1.5% | -15.8% | -16.8% |
| YTD | +29.8% | +12.0% | +17.7% | +9.5% |
| 1Y | +27.7% | +12.9% | +14.8% | +6.6% |
| 3Y | +22.0% | +74.9% | -52.9% | -43.4% |
| 5Y | +89.7% | +59.9% | +29.7% | -1.5% |
| 10Y | -24.7% | +224.6% | -249.3% | -83.1% |
| All | -65.9% | +360.7% | -426.5% | -95.5% |
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