-99.3%
OPHC vs VT
+363.9%
-463.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +4.1% | -1.4% | +5.5% | +4.4% |
| 3M | -0.6% | -1.4% | +0.8% | -0.3% |
| 6M | +62.7% | +5.5% | +57.3% | +60.5% |
| YTD | +110.6% | +12.8% | +97.8% | +104.4% |
| 1Y | +122.1% | +15.4% | +106.7% | +114.3% |
| 3Y | +184.1% | +76.9% | +107.3% | +148.0% |
| 5Y | +65.7% | +60.4% | +5.3% | +47.4% |
| 10Y | +129.5% | +232.8% | -103.3% | +77.3% |
| All | -99.3% | +363.9% | -463.2% | -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