-100.0%
OLOX vs VT
+171.3%
-271.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -2.7% |
| 7D | -14.0% | -4.2% | -9.8% | -11.4% |
| 30D | -45.0% | -5.8% | -39.2% | -42.5% |
| 3M | -85.3% | -5.2% | -80.1% | -84.8% |
| 6M | -88.4% | +0.1% | -88.5% | -88.3% |
| YTD | -96.3% | +8.2% | -104.6% | -96.5% |
| 1Y | -96.8% | +10.1% | -107.0% | -97.0% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +171.3% | -271.3% | -100.0% |
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