+807.9%
OXY vs TECK
+2,265.7%
-1,457.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | -0.4% |
| 7D | -0.5% | +7.8% | -8.2% | -3.0% |
| 30D | +8.5% | +8.3% | +0.2% | +5.4% |
| 3M | +6.0% | +16.1% | -10.1% | -0.7% |
| 6M | +13.0% | +42.9% | -29.9% | -3.8% |
| YTD | +48.9% | +50.8% | -1.9% | +23.3% |
| 1Y | +36.4% | +106.1% | -69.7% | 0.0% |
| 3Y | -2.3% | +84.0% | -86.3% | -28.6% |
| 5Y | +160.6% | +223.5% | -62.8% | +50.6% |
| 10Y | +2.0% | +378.1% | -376.1% | -50.9% |
| All | +807.9% | +2,265.7% | -1,457.9% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling