+6.4%
OXY vs VIVK
-100.0%
+106.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | +2.8% | -4.4% | +7.2% | +2.9% |
| 30D | +5.5% | -40.8% | +46.3% | +6.1% |
| 3M | +11.3% | -94.1% | +105.4% | +14.5% |
| 6M | +11.6% | -98.2% | +109.8% | +15.5% |
| YTD | +51.6% | -98.0% | +149.6% | +55.3% |
| 1Y | +36.2% | -100.0% | +136.2% | +45.5% |
| 3Y | +1.7% | -100.0% | +101.7% | +7.7% |
| 5Y | +164.5% | -100.0% | +264.5% | +180.2% |
| All | +6.4% | -100.0% | +106.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling