+91.6%
OXY vs TAP
+1.8%
+89.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -0.2% | -8.0% | +7.8% | +1.5% |
| 30D | -6.4% | +4.1% | -10.4% | -7.5% |
| 3M | -2.6% | -4.4% | +1.7% | -2.2% |
| 6M | +4.8% | -1.9% | +6.7% | +4.3% |
| YTD | +41.2% | -12.1% | +53.2% | +43.4% |
| 1Y | +39.5% | -12.0% | +51.5% | +41.6% |
| 3Y | -0.8% | -25.0% | +24.2% | +4.2% |
| 5Y | +91.6% | -1.1% | +92.6% | +64.0% |
| All | +91.6% | +1.8% | +89.8% | +64.0% |
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