+147.9%
OXY vs VEU
+55.0%
+92.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | -0.1% |
| 7D | +2.8% | -1.4% | +4.3% | +3.6% |
| 30D | +5.5% | -0.4% | +5.9% | +5.6% |
| 3M | +11.3% | +2.5% | +8.8% | +9.1% |
| 6M | +11.6% | +11.1% | +0.4% | +1.9% |
| YTD | +51.6% | +16.5% | +35.0% | +32.6% |
| 1Y | +36.2% | +22.9% | +13.3% | +13.8% |
| 3Y | +1.7% | +73.4% | -71.7% | -37.5% |
| All | +147.9% | +55.0% | +92.9% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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