-1.7%
OXY vs TPR
+389.0%
-390.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -11.9% | +14.2% | -26.1% | -12.5% |
| 30D | -3.1% | +17.1% | -20.2% | -3.9% |
| 3M | +1.1% | -17.7% | +18.8% | +2.2% |
| 6M | +3.2% | -10.2% | +13.4% | +3.8% |
| YTD | +39.0% | +4.9% | +34.1% | +36.0% |
| 1Y | +42.7% | +36.1% | +6.6% | +33.6% |
| All | -1.7% | +389.0% | -390.7% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling