+6.4%
OXY vs TRV
+306.9%
-300.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.8% |
| 7D | +2.8% | +1.9% | +0.9% | +1.6% |
| 30D | +5.5% | +1.7% | +3.7% | +4.1% |
| 3M | +11.3% | +23.9% | -12.6% | -4.4% |
| 6M | +11.6% | +26.3% | -14.7% | -6.0% |
| YTD | +51.6% | +30.8% | +20.7% | +24.1% |
| 1Y | +36.2% | +36.3% | -0.1% | +7.9% |
| 3Y | +1.7% | +145.0% | -143.3% | -51.0% |
| 5Y | +164.5% | +163.9% | +0.6% | +15.5% |
| All | +6.4% | +306.9% | -300.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling