+22.8%
OXY vs VCLT
+103.3%
-80.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +8.5% | -0.6% | +9.0% | +8.5% |
| 3M | +6.0% | -2.2% | +8.2% | +6.1% |
| 6M | +13.0% | -2.9% | +15.9% | +13.1% |
| YTD | +48.9% | -2.1% | +50.9% | +49.0% |
| 1Y | +36.4% | -2.6% | +39.0% | +36.5% |
| 3Y | -2.3% | +12.5% | -14.8% | -3.7% |
| 5Y | +160.6% | -15.3% | +175.9% | +160.9% |
| 10Y | +2.0% | +16.6% | -14.7% | +9.0% |
| All | +22.8% | +103.3% | -80.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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