-98.1%
OTLY vs VT
+71.8%
-169.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.3% |
| 7D | -2.5% | +2.4% | -4.9% | -6.3% |
| 30D | -31.3% | -1.5% | -29.8% | -29.7% |
| 3M | -44.6% | -4.1% | -40.5% | -40.9% |
| 6M | -23.8% | +0.6% | -24.3% | -26.4% |
| YTD | -28.3% | +11.0% | -39.4% | -41.8% |
| 1Y | -40.6% | +13.3% | -53.9% | -53.5% |
| 3Y | -23.4% | +73.4% | -96.8% | -75.1% |
| 5Y | -96.8% | +57.4% | -154.2% | -98.6% |
| All | -98.1% | +71.8% | -169.9% | -99.2% |
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