+1.2%
OXY vs TRV
+141.6%
-140.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.4% | -1.5% | +2.8% | +1.6% |
| 30D | +4.0% | -1.8% | +5.8% | +4.3% |
| 3M | +7.6% | +21.6% | -14.0% | +3.8% |
| 6M | +16.2% | +22.5% | -6.3% | +11.8% |
| YTD | +50.8% | +28.1% | +22.7% | +43.6% |
| 1Y | +34.7% | +37.0% | -2.3% | +26.1% |
| All | +1.2% | +141.6% | -140.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling