+7.4%
OXY vs TRU
+225.6%
-218.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.9% | -9.4% | +10.3% | +4.2% |
| 30D | +3.6% | -4.1% | +7.7% | +4.8% |
| 3M | +7.1% | +13.6% | -6.5% | +1.2% |
| 6M | +15.7% | +3.6% | +12.1% | +11.2% |
| YTD | +50.1% | -9.8% | +59.9% | +50.2% |
| 1Y | +34.1% | -13.6% | +47.7% | +35.8% |
| 3Y | -1.5% | -2.0% | +0.5% | -11.3% |
| 5Y | +162.0% | -35.8% | +197.8% | +183.7% |
| 10Y | +5.1% | +142.9% | -137.9% | -29.7% |
| All | +7.4% | +225.6% | -218.2% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling