-97.4%
OKLL vs VT
+27.9%
-125.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +1.7% | -13.8% | -24.6% |
| 7D | -34.9% | -0.3% | -34.6% | -34.5% |
| 30D | -65.1% | -1.4% | -63.6% | -60.4% |
| 3M | -79.5% | -1.4% | -78.1% | -75.9% |
| 6M | -93.9% | +5.5% | -99.3% | -94.8% |
| YTD | -96.3% | +12.8% | -109.1% | -97.7% |
| 1Y | -98.8% | +15.4% | -114.2% | -99.3% |
| All | -97.4% | +27.9% | -125.3% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling