+38.8%
OXY vs TPR
+31.0%
+7.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.0% |
| 7D | -5.8% | +12.1% | -17.9% | -3.7% |
| 30D | -5.3% | +16.7% | -22.0% | -2.4% |
| 3M | -2.5% | -17.4% | +14.8% | -5.9% |
| 6M | +8.3% | +2.3% | +6.0% | +11.2% |
| YTD | +40.3% | +7.1% | +33.2% | +43.7% |
| 1Y | +38.8% | +29.5% | +9.3% | +40.9% |
| All | +38.8% | +31.0% | +7.8% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling