+1.7%
OXY vs ITOT
+75.8%
-74.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +2.8% | -0.9% | +3.7% | +3.3% |
| 30D | +5.5% | -1.5% | +6.9% | +6.1% |
| 3M | +11.3% | +3.6% | +7.7% | +9.0% |
| 6M | +11.6% | +13.7% | -2.1% | +2.6% |
| YTD | +51.6% | +12.9% | +38.6% | +39.8% |
| 1Y | +36.2% | +17.2% | +19.0% | +21.7% |
| 3Y | +1.7% | +75.6% | -73.9% | -29.9% |
| All | +1.7% | +75.8% | -74.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling