-5.9%
TLT vs OXY
+38.2%
-44.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.1% |
| 7D | -1.6% | +1.4% | -2.9% | -1.4% |
| 30D | -1.3% | +4.0% | -5.4% | -0.9% |
| 3M | -3.7% | +7.6% | -11.3% | -2.9% |
| 6M | -6.4% | +16.2% | -22.6% | -5.0% |
| YTD | -4.5% | +50.8% | -55.3% | -1.8% |
| 1Y | -5.9% | +34.7% | -40.6% | -3.6% |
| All | -5.9% | +38.2% | -44.1% | -3.6% |
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