-5.6%
TLT vs OXY
+45.4%
-51.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.3% |
| 7D | +1.0% | -8.8% | +9.7% | +0.1% |
| 30D | +6.0% | -1.7% | +7.7% | +5.9% |
| 3M | -0.9% | +4.5% | -5.4% | -0.3% |
| 6M | -2.3% | -4.0% | +1.7% | -2.1% |
| YTD | -3.3% | +41.4% | -44.7% | -1.7% |
| 1Y | -5.6% | +45.9% | -51.5% | -3.8% |
| All | -5.6% | +45.4% | -51.0% | -3.8% |
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