+41.9%
OXY vs VIVK
-100.0%
+141.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | +0.9% | -9.5% | +10.4% | +0.9% |
| 30D | +3.6% | -35.1% | +38.7% | +3.6% |
| 3M | +7.1% | -93.4% | +100.5% | +7.6% |
| 6M | +15.7% | -98.0% | +113.6% | +16.3% |
| YTD | +50.1% | -97.9% | +148.0% | +50.7% |
| 1Y | +34.1% | -100.0% | +134.0% | +35.5% |
| 3Y | -1.5% | -100.0% | +98.5% | -0.6% |
| 5Y | +162.0% | -100.0% | +262.0% | +164.4% |
| 10Y | +5.1% | -100.0% | +105.0% | +5.1% |
| All | +41.9% | -100.0% | +141.9% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling