+199.0%
OMCL vs VT
+345.0%
-146.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.1% |
| 7D | +3.1% | -4.2% | +7.3% | +7.2% |
| 30D | +7.2% | -5.8% | +13.0% | +13.2% |
| 3M | +2.3% | -5.2% | +7.6% | +7.4% |
| 6M | -12.7% | +0.1% | -12.8% | -13.1% |
| YTD | -16.0% | +8.2% | -24.3% | -21.9% |
| 1Y | +6.4% | +10.1% | -3.7% | -2.5% |
| 3Y | +24.9% | +69.7% | -44.7% | -22.2% |
| 5Y | -78.6% | +53.4% | -131.9% | -85.3% |
| 10Y | +21.9% | +219.2% | -197.3% | -54.6% |
| All | +199.0% | +345.0% | -146.0% | -18.1% |
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