+128.5%
OXY vs VYM
+484.2%
-355.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +1.0% |
| 7D | +1.4% | -1.9% | +3.2% | +4.1% |
| 30D | +4.0% | -2.6% | +6.6% | +7.8% |
| 3M | +7.6% | +3.6% | +4.0% | +1.9% |
| 6M | +16.2% | +8.7% | +7.5% | +1.6% |
| YTD | +50.8% | +14.1% | +36.7% | +23.0% |
| 1Y | +34.7% | +17.8% | +16.9% | +4.8% |
| 3Y | -1.0% | +64.5% | -65.5% | -52.5% |
| 5Y | +163.2% | +77.5% | +85.7% | +14.3% |
| 10Y | +5.5% | +206.1% | -200.6% | -73.7% |
| All | +128.5% | +484.2% | -355.6% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling