+43.2%
TER vs OXY
+45.4%
-2.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.1% | -1.7% | -8.6% |
| 7D | -19.9% | -8.8% | -11.1% | -22.5% |
| 30D | -43.5% | -1.7% | -41.9% | -43.6% |
| 3M | -37.8% | +4.5% | -42.3% | -36.0% |
| 6M | -25.6% | -4.0% | -21.6% | -25.0% |
| YTD | +29.8% | +41.4% | -11.6% | +28.3% |
| 1Y | +43.2% | +45.9% | -2.7% | +45.7% |
| All | +43.2% | +45.4% | -2.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling