+6.4%
OXY vs TECK
+377.7%
-371.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +2.8% | -3.8% | +6.7% | +4.3% |
| 30D | +5.5% | +0.7% | +4.7% | +4.6% |
| 3M | +11.3% | +4.6% | +6.7% | +7.2% |
| 6M | +11.6% | +25.1% | -13.5% | -4.0% |
| YTD | +51.6% | +39.2% | +12.4% | +22.3% |
| 1Y | +36.2% | +60.3% | -24.1% | +1.6% |
| 3Y | +1.7% | +62.9% | -61.2% | -30.1% |
| 5Y | +164.5% | +181.5% | -17.0% | +26.2% |
| All | +6.4% | +377.7% | -371.3% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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