+228.2%
TER vs OXY
+164.6%
+63.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +2.9% |
| 7D | +12.4% | +0.6% | +11.7% | +12.2% |
| 30D | +5.1% | +4.5% | +0.6% | +4.2% |
| 3M | +4.0% | +8.9% | -4.9% | +2.0% |
| 6M | +29.5% | +12.5% | +17.1% | +23.6% |
| YTD | +98.5% | +50.5% | +48.0% | +74.2% |
| 1Y | +234.1% | +38.6% | +195.5% | +198.8% |
| 3Y | +289.0% | -1.2% | +290.3% | +269.2% |
| 5Y | +228.2% | +161.6% | +66.5% | +168.4% |
| All | +228.2% | +164.6% | +63.6% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling