-35.1%
TLT vs OXY
+156.7%
-191.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.5% |
| 30D | -1.3% | +3.6% | -4.9% | -1.2% |
| 3M | -3.7% | +7.1% | -10.8% | -3.3% |
| 6M | -6.4% | +15.7% | -22.0% | -5.7% |
| YTD | -4.5% | +50.1% | -54.6% | -2.8% |
| 1Y | -5.9% | +34.1% | -39.9% | -4.6% |
| 3Y | -2.8% | -1.5% | -1.3% | -2.7% |
| 5Y | -35.1% | +162.0% | -197.0% | -30.3% |
| All | -35.1% | +156.7% | -191.8% | -30.3% |
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