+17.3%
OXY vs TPR
+364.3%
-347.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | -4.3% | +15.1% | -19.4% | -9.6% |
| 3M | +2.3% | +3.5% | -1.2% | +0.1% |
| 6M | +5.5% | +0.4% | +5.1% | +2.6% |
| YTD | +44.9% | +4.6% | +40.3% | +35.0% |
| 1Y | +42.6% | +33.1% | +9.5% | +20.3% |
| 3Y | +0.7% | +396.0% | -395.2% | -55.2% |
| 5Y | +96.9% | +230.3% | -133.4% | -1.7% |
| All | +17.3% | +364.3% | -347.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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