+41.9%
TMUS vs OXY
+164.6%
-122.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -5.3% | +0.6% | -6.0% | -5.4% |
| 30D | +0.1% | +4.5% | -4.4% | -0.3% |
| 3M | -0.6% | +8.9% | -9.5% | -1.4% |
| 6M | -17.5% | +12.5% | -30.0% | -18.5% |
| YTD | -11.3% | +50.5% | -61.7% | -14.3% |
| 1Y | -25.4% | +38.6% | -64.0% | -27.5% |
| 3Y | +35.5% | -1.2% | +36.8% | +34.6% |
| 5Y | +41.9% | +161.6% | -119.7% | +30.1% |
| All | +41.9% | +164.6% | -122.7% | +30.1% |
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