-50.2%
ORC price history and return analytics
+53.4%
-103.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +2.9% | -2.3% | +5.2% | +5.0% |
| 30D | +0.8% | -5.0% | +5.8% | +5.5% |
| 3M | -18.9% | -4.9% | -14.0% | -15.2% |
| 6M | -21.8% | -1.5% | -20.3% | -21.2% |
| YTD | -19.6% | +8.5% | -28.0% | -26.3% |
| 1Y | -18.2% | +11.4% | -29.6% | -27.1% |
| 3Y | +25.7% | +70.1% | -44.4% | -28.5% |
| All | -50.2% | +53.4% | -103.6% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling