+5.3%
OXY vs TPR
+299.5%
-294.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.3% |
| 7D | +0.6% | -7.3% | +7.9% | +3.3% |
| 30D | +4.5% | -30.7% | +35.2% | +18.2% |
| 3M | +8.9% | -21.6% | +30.5% | +17.0% |
| 6M | +12.5% | -21.3% | +33.8% | +18.3% |
| YTD | +50.5% | -10.2% | +60.6% | +49.1% |
| 1Y | +38.6% | +9.5% | +29.1% | +25.4% |
| 3Y | -1.2% | +280.8% | -282.0% | -51.1% |
| 5Y | +161.6% | +218.7% | -57.1% | +30.3% |
| 10Y | +5.3% | +306.7% | -301.4% | -59.1% |
| All | +5.3% | +299.5% | -294.2% | -59.1% |
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