+47.4%
TER vs OXY
+42.1%
+5.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.2% |
| 7D | +14.4% | +4.2% | +10.2% | +16.0% |
| 30D | -30.6% | -4.3% | -26.2% | -31.6% |
| 3M | -39.2% | +2.3% | -41.5% | -38.3% |
| 6M | -31.3% | +5.5% | -36.8% | -28.1% |
| YTD | +29.1% | +44.9% | -15.8% | +26.2% |
| 1Y | +47.4% | +42.6% | +4.8% | +46.4% |
| All | +47.4% | +42.1% | +5.3% | +46.4% |
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