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Stock and ETF performance explorer

ORC price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-33.4%
VT return
+221.4%
Excess return
-254.9%
Maximum drawdown
-75.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-0.2%-0.5%+0.3%+0.4%
7D0.0%+1.0%-1.0%-1.0%
30D+1.2%-0.2%+1.4%+1.4%
3M+6.0%+4.5%+1.5%+1.1%
6M-1.6%+14.1%-15.7%-14.3%
YTD+2.6%+14.8%-12.2%-11.3%
1Y+9.4%+21.2%-11.8%-10.9%
3Y+23.8%+76.6%-52.8%-32.1%
5Y-34.9%+66.6%-101.5%-62.3%
10Y-33.4%+222.3%-255.7%-78.0%
All-33.4%+221.4%-254.9%-78.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling