-69.3%
OZ price history and return analytics
+57.0%
-126.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | -8.6% | +2.4% | -10.9% | -9.0% |
| 30D | -18.3% | -1.5% | -16.8% | -18.0% |
| 3M | -34.9% | -4.1% | -30.8% | -34.4% |
| 6M | -38.8% | +0.6% | -39.4% | -38.9% |
| YTD | -52.8% | +11.0% | -63.9% | -53.7% |
| 1Y | -49.7% | +13.3% | -63.1% | -50.8% |
| 3Y | -54.4% | +73.4% | -127.8% | -58.3% |
| All | -69.3% | +57.0% | -126.4% | -72.1% |
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