+146.7%
OXY vs TRV
+157.5%
-10.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +1.4% | -1.5% | +2.8% | +1.8% |
| 30D | +4.0% | -1.8% | +5.8% | +4.6% |
| 3M | +7.6% | +21.6% | -14.0% | +0.3% |
| 6M | +16.2% | +22.5% | -6.3% | +7.8% |
| YTD | +50.8% | +28.1% | +22.7% | +37.3% |
| 1Y | +34.7% | +37.0% | -2.3% | +19.3% |
| 3Y | -1.0% | +141.9% | -142.9% | -34.8% |
| All | +146.7% | +157.5% | -10.8% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling