+14,183.4%
TER vs OXY
+1,363.1%
+12,820.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | -8.3% | +11.6% | -19.9% | -11.5% |
| 3M | -12.2% | +2.8% | -15.0% | -13.6% |
| 6M | +17.1% | +13.0% | +4.0% | +9.5% |
| YTD | +84.7% | +47.4% | +37.3% | +58.4% |
| 1Y | +199.9% | +31.5% | +168.4% | +165.3% |
| 3Y | +232.8% | -1.9% | +234.7% | +219.2% |
| 5Y | +198.6% | +148.0% | +50.6% | +101.2% |
| 10Y | +1,669.7% | +2.3% | +1,667.5% | +1,169.1% |
| All | +14,183.4% | +1,363.1% | +12,820.3% | +5,705.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling