+169.7%
OPCH vs VT
+345.0%
-175.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +3.0% |
| 7D | -1.1% | -4.2% | +3.1% | +2.4% |
| 30D | +1.6% | -5.8% | +7.4% | +6.6% |
| 3M | +32.9% | -5.2% | +38.2% | +38.8% |
| 6M | +47.9% | +0.1% | +47.8% | +46.0% |
| YTD | -1.1% | +8.2% | -9.4% | -9.5% |
| 1Y | +16.3% | +10.1% | +6.2% | +4.9% |
| 3Y | +10.2% | +69.7% | -59.5% | -32.9% |
| 5Y | +12.8% | +53.4% | -40.6% | -24.5% |
| 10Y | +201.7% | +219.2% | -17.5% | +16.0% |
| All | +169.7% | +345.0% | -175.3% | -6.5% |
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