-57.4%
OXLC vs VT
+75.6%
-133.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.1% |
| 7D | -22.1% | -0.7% | -21.4% | -20.9% |
| 30D | -39.5% | -1.7% | -37.7% | -38.2% |
| 3M | -41.7% | -2.3% | -39.4% | -40.3% |
| 6M | -42.7% | +1.5% | -44.3% | -42.8% |
| YTD | -54.8% | +12.0% | -66.9% | -57.9% |
| 1Y | -54.0% | +12.9% | -66.9% | -57.4% |
| All | -57.4% | +75.6% | -133.0% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling