-10.2%
OXLC vs VT
+337.0%
-347.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.8% | -4.1% | -20.8% | -21.4% |
| 7D | -25.8% | -4.2% | -21.6% | -22.3% |
| 30D | -42.2% | -5.8% | -36.4% | -38.6% |
| 3M | -42.5% | -5.2% | -37.2% | -39.3% |
| 6M | -44.5% | +0.1% | -44.6% | -44.2% |
| YTD | -56.4% | +8.2% | -64.7% | -59.0% |
| 1Y | -55.8% | +10.1% | -65.9% | -59.0% |
| 3Y | -58.3% | +69.7% | -128.0% | -73.3% |
| 5Y | -65.3% | +53.4% | -118.7% | -76.1% |
| 10Y | -32.5% | +219.2% | -251.7% | -71.4% |
| All | -10.2% | +337.0% | -347.2% | -64.4% |
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