+411.2%
OXY vs ITOT
+887.7%
-476.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.6% |
| 7D | +2.8% | -0.9% | +3.7% | +4.0% |
| 30D | +5.5% | -1.5% | +6.9% | +7.2% |
| 3M | +11.3% | +3.6% | +7.7% | +5.5% |
| 6M | +11.6% | +13.7% | -2.1% | -7.9% |
| YTD | +51.6% | +12.9% | +38.6% | +25.8% |
| 1Y | +36.2% | +17.2% | +19.0% | +7.3% |
| 3Y | +1.7% | +75.6% | -73.9% | -53.9% |
| 5Y | +164.5% | +75.5% | +89.0% | +16.2% |
| 10Y | +6.1% | +302.0% | -295.9% | -82.2% |
| All | +411.2% | +887.7% | -476.4% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling