+73.7%
OOMA vs VT
+213.7%
-140.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.5% |
| 7D | +0.3% | +2.4% | -2.0% | -1.7% |
| 30D | -9.2% | -1.5% | -7.7% | -7.8% |
| 3M | -13.5% | -4.1% | -9.4% | -10.1% |
| 6M | -4.1% | +0.6% | -4.7% | -5.0% |
| YTD | +54.0% | +11.0% | +42.9% | +39.2% |
| 1Y | +58.0% | +13.3% | +44.7% | +40.2% |
| 3Y | +67.5% | +73.4% | -5.9% | +1.3% |
| 5Y | -16.9% | +57.4% | -74.3% | -45.3% |
| 10Y | +104.1% | +221.7% | -117.6% | -26.9% |
| All | +73.7% | +213.7% | -140.1% | -34.2% |
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