+67.7%
V vs OXY
+164.6%
-96.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +1.9% | +4.5% | -2.6% | +1.3% |
| 3M | +13.2% | +8.9% | +4.3% | +11.9% |
| 6M | +16.7% | +12.5% | +4.3% | +14.5% |
| YTD | +5.4% | +50.5% | -45.1% | -1.0% |
| 1Y | +7.7% | +38.6% | -31.0% | +2.1% |
| 3Y | +52.0% | -1.2% | +53.2% | +49.3% |
| 5Y | +67.7% | +161.6% | -93.9% | +38.8% |
| All | +67.7% | +164.6% | -96.9% | +38.8% |
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 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