+6.4%
OXY vs VSH
+196.4%
-190.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -1.9% |
| 7D | +2.8% | +4.8% | -1.9% | +0.9% |
| 30D | +5.5% | -0.7% | +6.2% | +5.1% |
| 3M | +11.3% | -43.1% | +54.4% | +32.7% |
| 6M | +11.6% | +91.8% | -80.2% | -28.3% |
| YTD | +51.6% | +131.6% | -80.1% | -12.8% |
| 1Y | +36.2% | +118.1% | -81.9% | -20.9% |
| 3Y | +1.7% | +40.9% | -39.2% | -31.5% |
| 5Y | +164.5% | +75.8% | +88.7% | +43.7% |
| All | +6.4% | +196.4% | -190.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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