+254.2%
OPRX vs VT
+217.6%
+36.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | +0.2% | -0.1% | +0.4% | +1.1% |
| 30D | +12.9% | -3.1% | +16.0% | +18.5% |
| 3M | +36.3% | -3.5% | +39.8% | +44.1% |
| 6M | +45.2% | +0.5% | +44.7% | +45.7% |
| YTD | -23.7% | +10.8% | -34.5% | -32.3% |
| 1Y | -43.4% | +11.9% | -55.3% | -50.2% |
| 3Y | +2.5% | +73.0% | -70.5% | -45.9% |
| 5Y | -89.1% | +58.6% | -147.7% | -93.4% |
| 10Y | +254.2% | +219.2% | +35.0% | +34.8% |
| All | +254.2% | +217.6% | +36.5% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling