+163.2%
OXY vs TRMB
-39.6%
+202.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +1.4% | -5.4% | +6.8% | +2.8% |
| 30D | +4.0% | -2.0% | +6.0% | +4.4% |
| 3M | +7.6% | +12.3% | -4.7% | +3.6% |
| 6M | +16.2% | -17.6% | +33.8% | +21.6% |
| YTD | +50.8% | -27.5% | +78.3% | +63.5% |
| 1Y | +34.7% | -29.1% | +63.8% | +46.5% |
| 3Y | -1.0% | +11.5% | -12.5% | -8.6% |
| 5Y | +163.2% | -39.5% | +202.6% | +209.4% |
| All | +163.2% | -39.6% | +202.8% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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