-100.0%
OLOX vs VT
+182.8%
-282.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.6% |
| 7D | -8.0% | -0.3% | -7.7% | -7.8% |
| 30D | -17.4% | -1.4% | -15.9% | -16.3% |
| 3M | -85.0% | -1.4% | -83.6% | -84.8% |
| 6M | -87.9% | +5.5% | -93.4% | -88.3% |
| YTD | -96.1% | +12.8% | -109.0% | -96.4% |
| 1Y | -96.7% | +15.4% | -112.1% | -97.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +182.8% | -282.8% | -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