+1,362.5%
OXY vs TRV
+6,571.7%
-5,209.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +0.6% | +0.2% | +0.5% | +0.5% |
| 30D | +4.5% | -2.3% | +6.9% | +5.5% |
| 3M | +8.9% | +22.7% | -13.8% | -0.8% |
| 6M | +12.5% | +21.9% | -9.5% | +2.3% |
| YTD | +50.5% | +27.5% | +23.0% | +34.1% |
| 1Y | +38.6% | +36.2% | +2.4% | +19.7% |
| 3Y | -1.2% | +140.6% | -141.8% | -34.9% |
| 5Y | +161.6% | +154.5% | +7.1% | +67.1% |
| 10Y | +5.3% | +295.4% | -290.1% | -42.0% |
| All | +1,362.5% | +6,571.7% | -5,209.1% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling