+1,104.6%
OXY vs TPR
+7,380.8%
-6,276.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.6% | -2.3% | +3.9% | +2.3% |
| 30D | +11.6% | -23.0% | +34.5% | +20.1% |
| 3M | +2.8% | -12.5% | +15.3% | +5.7% |
| 6M | +13.0% | -21.4% | +34.5% | +18.4% |
| YTD | +47.4% | -3.5% | +50.9% | +43.8% |
| 1Y | +31.5% | +17.4% | +14.1% | +19.4% |
| 3Y | -1.9% | +291.3% | -293.2% | -42.7% |
| 5Y | +148.0% | +241.9% | -94.0% | +44.4% |
| 10Y | +2.3% | +322.7% | -320.4% | -48.2% |
| All | +1,104.6% | +7,380.8% | -6,276.2% | +303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling