-99.9%
OTLK vs VT
+228.6%
-328.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -6.8% | -2.3% | -4.5% | -4.9% |
| 30D | -26.1% | -5.0% | -21.1% | -22.4% |
| 3M | -55.2% | -4.9% | -50.3% | -53.0% |
| 6M | +87.9% | -1.5% | +89.5% | +91.6% |
| YTD | -72.4% | +8.5% | -80.9% | -74.2% |
| 1Y | -63.1% | +11.4% | -74.4% | -66.3% |
| 3Y | -95.1% | +70.1% | -165.2% | -96.8% |
| 5Y | -99.0% | +53.7% | -152.7% | -99.3% |
| 10Y | -99.9% | +220.0% | -319.9% | -100.0% |
| All | -99.9% | +228.6% | -328.6% | -100.0% |
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