+170.2%
OMCL vs VT
+374.2%
-204.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.9% | +0.4% | +3.5% | +3.5% |
| 30D | -7.5% | +1.0% | -8.5% | -8.3% |
| 3M | -21.2% | +2.4% | -23.6% | -23.1% |
| 6M | -17.2% | +12.0% | -29.2% | -25.5% |
| YTD | -24.1% | +15.3% | -39.5% | -33.3% |
| 1Y | +3.8% | +22.6% | -18.8% | -13.7% |
| 3Y | -39.7% | +74.7% | -114.4% | -63.6% |
| 5Y | -78.3% | +66.1% | -144.4% | -86.1% |
| 10Y | -11.6% | +225.0% | -236.6% | -67.7% |
| All | +170.2% | +374.2% | -204.0% | -30.1% |
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 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