-17.0%
ORC price history and return analytics
+320.4%
-337.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | +0.4% | -1.1% | -1.0% |
| 30D | +3.6% | +1.0% | +2.6% | +2.6% |
| 3M | +2.5% | +2.4% | +0.2% | 0.0% |
| 6M | -3.0% | +12.0% | -15.1% | -12.9% |
| YTD | +2.7% | +15.3% | -12.6% | -10.3% |
| 1Y | +9.9% | +22.6% | -12.7% | -9.5% |
| 3Y | +20.7% | +74.7% | -53.9% | -28.3% |
| 5Y | -35.2% | +66.1% | -101.4% | -60.0% |
| 10Y | -33.3% | +225.0% | -258.3% | -75.0% |
| All | -17.0% | +320.4% | -337.5% | -73.0% |
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 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