-34.5%
TLT vs OXY
+99.7%
-134.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +4.2% | -7.3% | -2.9% |
| 30D | +1.0% | -4.3% | +5.4% | +0.9% |
| 3M | -2.7% | +2.3% | -5.0% | -2.6% |
| 6M | -4.1% | +5.5% | -9.7% | -3.8% |
| YTD | -5.4% | +44.9% | -50.2% | -3.9% |
| 1Y | -7.0% | +42.6% | -49.6% | -5.6% |
| 3Y | +2.8% | +0.7% | +2.1% | +3.0% |
| All | -34.5% | +99.7% | -134.3% | -30.5% |
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