+125.1%
TLT vs OXY
+794.8%
-669.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +4.2% | -7.3% | -2.7% |
| 30D | +1.0% | -4.3% | +5.4% | +0.7% |
| 3M | -2.7% | +2.3% | -5.0% | -2.4% |
| 6M | -4.1% | +5.5% | -9.7% | -3.4% |
| YTD | -5.4% | +44.9% | -50.2% | -1.7% |
| 1Y | -7.0% | +42.6% | -49.6% | -3.6% |
| 3Y | +2.8% | +0.7% | +2.1% | +4.1% |
| 5Y | -35.4% | +96.9% | -132.2% | -29.0% |
| 10Y | -13.1% | +18.8% | -31.9% | -2.1% |
| All | +125.1% | +794.8% | -669.8% | +226.8% |
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 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