+147.9%
OXY vs VYM
+77.5%
+70.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | +2.8% | -0.8% | +3.6% | +3.8% |
| 30D | +5.5% | -2.2% | +7.7% | +8.1% |
| 3M | +11.3% | +3.1% | +8.2% | +7.1% |
| 6M | +11.6% | +9.7% | +1.9% | -1.3% |
| YTD | +51.6% | +14.9% | +36.7% | +26.4% |
| 1Y | +36.2% | +17.6% | +18.6% | +10.2% |
| 3Y | +1.7% | +65.3% | -63.6% | -47.3% |
| All | +147.9% | +77.5% | +70.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling