+45.9%
OXY vs TRU
+2.1%
+43.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.6% | -9.7% | -4.5% |
| 7D | -8.8% | +10.5% | -19.3% | -7.5% |
| 30D | -1.7% | +28.7% | -30.4% | +2.0% |
| 3M | +4.5% | +0.7% | +3.9% | +4.3% |
| 6M | -4.0% | +19.3% | -23.3% | -0.5% |
| YTD | +41.4% | -3.7% | +45.1% | +45.2% |
| 1Y | +45.9% | +3.4% | +42.5% | +47.9% |
| All | +45.9% | +2.1% | +43.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling