+403.6%
OXY vs VUG
+1,251.8%
-848.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +11.6% | -0.3% | +11.9% | +11.7% |
| 3M | +2.8% | -0.7% | +3.5% | +2.0% |
| 6M | +13.0% | +14.6% | -1.6% | -5.2% |
| YTD | +47.4% | +9.0% | +38.4% | +29.6% |
| 1Y | +31.5% | +14.9% | +16.6% | +8.5% |
| 3Y | -1.9% | +86.0% | -88.0% | -54.6% |
| 5Y | +148.0% | +76.7% | +71.3% | +13.1% |
| 10Y | +2.3% | +411.3% | -409.0% | -87.6% |
| All | +403.6% | +1,251.8% | -848.2% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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