+1,347.0%
OXY vs VMC
+3,191.4%
-1,844.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +8.5% | -9.1% | +17.6% | +12.3% |
| 3M | +6.0% | -4.1% | +10.2% | +6.5% |
| 6M | +13.0% | -5.5% | +18.5% | +13.0% |
| YTD | +48.9% | -8.9% | +57.8% | +50.3% |
| 1Y | +36.4% | -12.9% | +49.4% | +39.6% |
| 3Y | -2.3% | +22.1% | -24.4% | -14.7% |
| 5Y | +160.6% | +52.7% | +107.9% | +103.2% |
| 10Y | +2.0% | +152.7% | -150.8% | -35.0% |
| All | +1,347.0% | +3,191.4% | -1,844.4% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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