+42.0%
OILK vs VT
+207.3%
-165.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.8% |
| 7D | -16.8% | -4.2% | -12.6% | -14.9% |
| 30D | -7.6% | -5.8% | -1.8% | -4.6% |
| 3M | +10.4% | -5.2% | +15.7% | +13.3% |
| 6M | -4.4% | +0.1% | -4.5% | -5.6% |
| YTD | +57.4% | +8.2% | +49.2% | +46.7% |
| 1Y | +51.7% | +10.1% | +41.6% | +39.6% |
| 3Y | +37.3% | +69.7% | -32.4% | -7.6% |
| 5Y | +83.3% | +53.4% | +29.9% | +31.8% |
| 10Y | +52.9% | +219.2% | -166.4% | -37.2% |
| All | +42.0% | +207.3% | -165.3% | -39.9% |
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