+107.3%
OPCH vs VT
+374.2%
-266.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.3% | +0.4% | +0.8% | +0.9% |
| 30D | +2.2% | +1.0% | +1.2% | +1.3% |
| 3M | +20.6% | +2.4% | +18.2% | +17.3% |
| 6M | -21.2% | +12.0% | -33.2% | -29.5% |
| YTD | -24.0% | +15.3% | -39.3% | -33.9% |
| 1Y | -15.9% | +22.6% | -38.5% | -30.7% |
| 3Y | -30.0% | +74.7% | -104.6% | -58.2% |
| 5Y | -13.1% | +66.1% | -79.2% | -45.5% |
| 10Y | +129.3% | +225.0% | -95.7% | -13.4% |
| All | +107.3% | +374.2% | -266.9% | -31.8% |
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