-99.3%
OPHC vs VT
+345.0%
-444.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.0% |
| 7D | -4.8% | -4.2% | -0.7% | -3.9% |
| 30D | -1.5% | -5.8% | +4.3% | -0.1% |
| 3M | -1.3% | -5.2% | +4.0% | 0.0% |
| 6M | +55.3% | +0.1% | +55.1% | +55.1% |
| YTD | +104.2% | +8.2% | +96.0% | +100.2% |
| 1Y | +119.7% | +10.1% | +109.6% | +114.5% |
| 3Y | +175.6% | +69.7% | +105.9% | +143.0% |
| 5Y | +54.2% | +53.4% | +0.8% | +38.5% |
| 10Y | +122.6% | +219.2% | -96.7% | +73.7% |
| All | -99.3% | +345.0% | -444.3% | -99.3% |
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