+6.4%
OXY vs TTWO
+406.5%
-400.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | +0.4% | +2.5% | +2.8% |
| 30D | +5.5% | -11.3% | +16.8% | +7.0% |
| 3M | +11.3% | +1.6% | +9.7% | +10.6% |
| 6M | +11.6% | +2.1% | +9.5% | +10.7% |
| YTD | +51.6% | -15.8% | +67.4% | +54.1% |
| 1Y | +36.2% | -12.6% | +48.8% | +37.5% |
| 3Y | +1.7% | +48.2% | -46.5% | -6.0% |
| 5Y | +164.5% | +40.0% | +124.5% | +140.9% |
| All | +6.4% | +406.5% | -400.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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