+495.2%
OPPJ vs VT
+290.5%
+204.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -2.4% |
| 7D | -7.0% | -4.2% | -2.9% | -3.5% |
| 30D | -9.9% | -5.8% | -4.1% | -5.0% |
| 3M | -5.7% | -5.2% | -0.5% | -1.1% |
| 6M | -5.7% | +0.1% | -5.8% | -5.6% |
| YTD | +17.3% | +8.2% | +9.1% | +10.0% |
| 1Y | +25.7% | +10.1% | +15.6% | +16.1% |
| 3Y | +98.2% | +69.7% | +28.5% | +25.7% |
| 5Y | +175.9% | +53.4% | +122.5% | +89.3% |
| 10Y | +330.0% | +219.2% | +110.8% | +34.4% |
| All | +495.2% | +290.5% | +204.7% | +40.9% |
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