+1,308.1%
OXY vs TAP
+832.8%
+475.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.3% |
| 7D | +4.2% | +1.3% | +2.9% | +3.8% |
| 30D | -4.3% | +5.7% | -10.1% | -6.2% |
| 3M | +2.3% | -1.9% | +4.2% | +2.2% |
| 6M | +5.5% | +0.9% | +4.6% | +4.2% |
| YTD | +44.9% | -9.5% | +54.4% | +46.6% |
| 1Y | +42.6% | -9.0% | +51.6% | +43.9% |
| 3Y | +0.7% | -22.2% | +23.0% | +4.7% |
| 5Y | +96.9% | +1.2% | +95.6% | +87.7% |
| 10Y | +18.8% | -46.1% | +64.9% | +30.5% |
| All | +1,308.1% | +832.8% | +475.3% | +946.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling