+1,347.0%
OXY vs VFC
+827.5%
+519.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | +8.5% | -11.9% | +20.4% | +12.3% |
| 3M | +6.0% | -20.2% | +26.2% | +10.9% |
| 6M | +13.0% | -23.0% | +36.0% | +17.4% |
| YTD | +48.9% | -26.2% | +75.1% | +56.0% |
| 1Y | +36.4% | -13.3% | +49.7% | +34.3% |
| 3Y | -2.3% | -25.5% | +23.2% | -13.1% |
| 5Y | +160.6% | -78.1% | +238.7% | +241.9% |
| 10Y | +2.0% | -68.8% | +70.8% | +23.9% |
| All | +1,347.0% | +827.5% | +519.5% | +997.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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