+161.6%
OXY vs TAP
-0.5%
+162.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.6% | -5.1% | +5.7% | +1.9% |
| 30D | +4.5% | -8.4% | +13.0% | +6.6% |
| 3M | +8.9% | -3.9% | +12.8% | +9.4% |
| 6M | +12.5% | -14.4% | +26.8% | +16.2% |
| YTD | +50.5% | -14.7% | +65.2% | +54.9% |
| 1Y | +38.6% | -18.7% | +57.3% | +44.4% |
| 3Y | -1.2% | -32.6% | +31.4% | +8.2% |
| 5Y | +161.6% | -1.4% | +163.1% | +120.7% |
| All | +161.6% | -0.5% | +162.2% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling