+1,513.2%
OXY vs TRMB
+3,340.8%
-1,827.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +8.5% | -1.2% | +9.7% | +8.6% |
| 3M | +6.0% | +9.6% | -3.6% | +4.1% |
| 6M | +13.0% | -16.1% | +29.1% | +15.5% |
| YTD | +48.9% | -25.0% | +73.9% | +54.6% |
| 1Y | +36.4% | -27.7% | +64.1% | +42.3% |
| 3Y | -2.3% | +15.3% | -17.6% | -6.3% |
| 5Y | +160.6% | -37.4% | +198.0% | +172.4% |
| 10Y | +2.0% | +117.5% | -115.5% | -9.9% |
| All | +1,513.2% | +3,340.8% | -1,827.6% | +1,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling