+881.0%
OPLN vs VT
+440.3%
+440.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.1% | +0.4% | +0.6% | +0.6% |
| 30D | -7.2% | +1.0% | -8.2% | -8.1% |
| 3M | -2.9% | +2.4% | -5.3% | -5.3% |
| 6M | +23.6% | +12.0% | +11.6% | +10.0% |
| YTD | +19.1% | +15.3% | +3.7% | +3.0% |
| 1Y | +21.6% | +22.6% | -0.9% | -1.2% |
| 3Y | +124.1% | +74.7% | +49.5% | +28.3% |
| 5Y | +102.3% | +66.1% | +36.1% | +22.7% |
| 10Y | +144.9% | +225.0% | -80.1% | -13.6% |
| All | +881.0% | +440.3% | +440.8% | +143.6% |
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