+6.4%
OXY vs TKO
+989.7%
-983.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | +2.3% | +0.5% | +2.3% |
| 30D | +5.5% | -2.5% | +7.9% | +5.9% |
| 3M | +11.3% | -10.6% | +21.9% | +13.7% |
| 6M | +11.6% | -5.1% | +16.7% | +11.8% |
| YTD | +51.6% | -8.2% | +59.8% | +52.6% |
| 1Y | +36.2% | -4.4% | +40.6% | +35.3% |
| 3Y | +1.7% | +100.4% | -98.7% | -19.0% |
| 5Y | +164.5% | +294.3% | -129.8% | +67.3% |
| All | +6.4% | +989.7% | -983.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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