+1,226.0%
OXY vs VTR
+1,484.0%
-258.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.6% | -2.9% | +3.6% | +1.5% |
| 30D | +4.5% | -2.8% | +7.3% | +5.3% |
| 3M | +8.9% | +9.0% | -0.1% | +5.9% |
| 6M | +12.5% | +5.0% | +7.5% | +10.1% |
| YTD | +50.5% | +16.9% | +33.5% | +42.6% |
| 1Y | +38.6% | +34.3% | +4.3% | +25.8% |
| 3Y | -1.2% | +131.6% | -132.8% | -25.0% |
| 5Y | +161.6% | +88.0% | +73.6% | +108.0% |
| 10Y | +5.3% | +97.8% | -92.5% | -20.4% |
| All | +1,226.0% | +1,484.0% | -258.0% | +607.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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