+160.6%
OXY vs TPR
+230.0%
-69.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.6% |
| 7D | -0.5% | -3.4% | +2.9% | 0.0% |
| 30D | +8.5% | -27.3% | +35.8% | +13.6% |
| 3M | +6.0% | -16.2% | +22.2% | +8.2% |
| 6M | +13.0% | -17.9% | +30.9% | +14.8% |
| YTD | +48.9% | -7.1% | +56.0% | +46.8% |
| 1Y | +36.4% | +13.6% | +22.8% | +28.0% |
| 3Y | -2.3% | +293.7% | -296.0% | -34.7% |
| 5Y | +160.6% | +239.1% | -78.5% | +71.9% |
| All | +160.6% | +230.0% | -69.3% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling