+147.9%
OXY vs TRU
-35.6%
+183.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +2.8% | -2.7% | +5.6% | +3.3% |
| 30D | +5.5% | -2.0% | +7.5% | +5.7% |
| 3M | +11.3% | +18.4% | -7.1% | +7.5% |
| 6M | +11.6% | +8.9% | +2.7% | +8.7% |
| YTD | +51.6% | -8.9% | +60.5% | +52.3% |
| 1Y | +36.2% | -15.9% | +52.1% | +39.0% |
| 3Y | +1.7% | -1.1% | +2.8% | -1.5% |
| All | +147.9% | -35.6% | +183.5% | +201.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling