+131.2%
TLT vs OXY
+810.3%
-679.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.3% |
| 30D | -0.6% | +11.6% | -12.2% | +0.4% |
| 3M | -2.7% | +2.8% | -5.5% | -2.3% |
| 6M | -5.6% | +13.0% | -18.7% | -4.3% |
| YTD | -2.8% | +47.4% | -50.2% | +1.0% |
| 1Y | -1.4% | +31.5% | -32.9% | +1.5% |
| 3Y | -1.6% | -1.9% | +0.4% | -0.6% |
| 5Y | -33.8% | +148.0% | -181.8% | -25.6% |
| 10Y | -21.1% | +2.3% | -23.4% | -12.9% |
| All | +131.2% | +810.3% | -679.1% | +235.9% |
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