+1,086.4%
OXY vs TKO
+1,395.0%
-308.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +4.0% | -2.6% | +6.6% | +4.4% |
| 3M | +7.6% | -7.8% | +15.4% | +8.8% |
| 6M | +16.2% | -7.0% | +23.2% | +16.8% |
| YTD | +50.8% | -8.5% | +59.4% | +51.8% |
| 1Y | +34.7% | -1.3% | +36.0% | +33.3% |
| 3Y | -1.0% | +105.0% | -106.0% | -16.7% |
| 5Y | +163.2% | +292.9% | -129.7% | +91.9% |
| 10Y | +5.5% | +979.3% | -973.8% | -37.8% |
| All | +1,086.4% | +1,395.0% | -308.6% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling