+123.1%
OOMA vs VT
+225.9%
-102.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.3% | +0.4% | +0.8% | +0.9% |
| 30D | +8.0% | +1.0% | +7.0% | +7.1% |
| 3M | +34.2% | +2.4% | +31.8% | +30.9% |
| 6M | +78.6% | +12.0% | +66.6% | +60.3% |
| YTD | +97.8% | +15.3% | +82.4% | +72.7% |
| 1Y | +78.5% | +22.6% | +55.9% | +47.6% |
| 3Y | +64.1% | +74.7% | -10.6% | -1.5% |
| 5Y | +2.6% | +66.1% | -63.6% | -35.7% |
| 10Y | +141.7% | +225.0% | -83.3% | -14.7% |
| All | +123.1% | +225.9% | -102.8% | -18.3% |
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