+6.4%
OXY vs VYM
+209.2%
-202.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.6% |
| 7D | +2.8% | -0.8% | +3.6% | +4.1% |
| 30D | +5.5% | -2.2% | +7.7% | +9.1% |
| 3M | +11.3% | +3.1% | +8.2% | +5.6% |
| 6M | +11.6% | +9.7% | +1.9% | -5.5% |
| YTD | +51.6% | +14.9% | +36.7% | +19.0% |
| 1Y | +36.2% | +17.6% | +18.6% | +2.8% |
| 3Y | +1.7% | +65.3% | -63.6% | -56.9% |
| 5Y | +164.5% | +78.7% | +85.8% | -2.5% |
| All | +6.4% | +209.2% | -202.7% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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