-61.3%
OKYO vs VT
+85.8%
-147.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | 0.0% | +2.9% | -2.9% | -2.2% |
| 30D | -2.6% | -2.5% | -0.1% | -1.0% |
| 3M | -7.0% | -3.3% | -3.6% | -4.8% |
| 6M | -13.6% | +1.5% | -15.1% | -14.5% |
| YTD | -32.4% | +11.4% | -43.7% | -37.2% |
| 1Y | -46.2% | +11.9% | -58.1% | -50.1% |
| 3Y | -18.6% | +73.9% | -92.5% | -39.6% |
| All | -61.3% | +85.8% | -147.1% | -70.3% |
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