+12.5%
OXY vs TRV
+21.5%
-9.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.1% |
| 7D | +0.6% | +0.2% | +0.5% | +0.7% |
| 30D | +4.5% | -2.3% | +6.9% | +4.2% |
| 3M | +8.9% | +22.7% | -13.8% | +13.6% |
| 6M | +12.5% | +21.9% | -9.5% | +19.0% |
| All | +12.5% | +21.5% | -9.0% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling