-99.8%
ORKA vs VT
+374.2%
-474.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.5% | +0.4% | +1.0% | +1.2% |
| 30D | -4.8% | +1.0% | -5.8% | -5.4% |
| 3M | +48.5% | +2.4% | +46.2% | +46.5% |
| 6M | +164.4% | +12.0% | +152.4% | +146.8% |
| YTD | +205.2% | +15.3% | +189.9% | +179.9% |
| 1Y | +518.0% | +22.6% | +495.4% | +446.8% |
| 3Y | +595.8% | +74.7% | +521.2% | +403.5% |
| 5Y | +362.4% | +66.1% | +296.2% | +239.7% |
| 10Y | -72.3% | +225.0% | -297.4% | -86.9% |
| All | -99.8% | +374.2% | -474.0% | -99.9% |
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