-98.1%
OKLL vs VT
+22.7%
-120.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.8% | -4.1% | -21.7% | +3.9% |
| 7D | -50.5% | -4.2% | -46.4% | -31.5% |
| 30D | -77.3% | -5.8% | -71.5% | -63.1% |
| 3M | -84.5% | -5.2% | -79.2% | -74.8% |
| 6M | -95.4% | +0.1% | -95.5% | -94.1% |
| YTD | -97.2% | +8.2% | -105.5% | -97.6% |
| 1Y | -99.2% | +10.1% | -109.3% | -99.3% |
| All | -98.1% | +22.7% | -120.7% | -99.0% |
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