+1,308.1%
OXY vs VFC
+1,363.4%
-55.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.3% |
| 7D | +4.2% | +1.6% | +2.6% | +3.7% |
| 30D | -4.3% | +25.5% | -29.8% | -10.7% |
| 3M | +2.3% | +41.3% | -39.0% | -8.1% |
| 6M | +5.5% | +22.2% | -16.7% | -3.1% |
| YTD | +44.9% | +16.4% | +28.5% | +32.4% |
| 1Y | +42.6% | +38.4% | +4.2% | +23.0% |
| 3Y | +0.7% | +56.2% | -55.5% | -27.7% |
| 5Y | +96.9% | -68.2% | +165.0% | +132.8% |
| 10Y | +18.8% | -48.4% | +67.1% | +24.4% |
| All | +1,308.1% | +1,363.4% | -55.2% | +831.3% |
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