+101.8%
OXY vs VIG
+617.8%
-516.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +2.1% |
| 7D | -0.5% | -0.4% | -0.1% | 0.0% |
| 30D | +8.5% | -2.1% | +10.6% | +11.5% |
| 3M | +6.0% | +3.3% | +2.7% | +0.6% |
| 6M | +13.0% | +9.3% | +3.7% | -1.8% |
| YTD | +48.9% | +10.1% | +38.7% | +27.8% |
| 1Y | +36.4% | +14.7% | +21.7% | +10.4% |
| 3Y | -2.3% | +56.9% | -59.2% | -49.6% |
| 5Y | +160.6% | +62.9% | +97.7% | +24.7% |
| 10Y | +2.0% | +241.3% | -239.3% | -81.3% |
| All | +101.8% | +617.8% | -516.1% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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