+1,332.5%
OXY vs TAP
+825.0%
+507.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | +11.6% | -2.1% | +13.7% | +12.1% |
| 3M | +2.8% | +6.6% | -3.8% | +0.6% |
| 6M | +13.0% | -11.5% | +24.5% | +15.9% |
| YTD | +47.4% | -10.3% | +57.6% | +50.1% |
| 1Y | +31.5% | -14.4% | +45.9% | +35.3% |
| 3Y | -1.9% | -28.3% | +26.3% | +4.5% |
| 5Y | +148.0% | +1.7% | +146.3% | +137.3% |
| 10Y | +2.3% | -49.2% | +51.5% | +14.2% |
| All | +1,332.5% | +825.0% | +507.5% | +972.2% |
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