+6.4%
OXY vs TAP
-49.9%
+56.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | +2.8% | -3.9% | +6.7% | +4.9% |
| 30D | +5.5% | -5.3% | +10.7% | +8.1% |
| 3M | +11.3% | -3.8% | +15.1% | +12.4% |
| 6M | +11.6% | -11.4% | +23.0% | +16.9% |
| YTD | +51.6% | -13.7% | +65.3% | +59.8% |
| 1Y | +36.2% | -17.2% | +53.4% | +46.0% |
| 3Y | +1.7% | -33.1% | +34.8% | +19.4% |
| 5Y | +164.5% | +0.8% | +163.7% | +120.6% |
| All | +6.4% | -49.9% | +56.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling