+614.6%
VLO vs OXY
+164.6%
+450.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | +6.2% | +0.6% | +5.6% | +5.9% |
| 30D | +23.5% | +4.5% | +19.0% | +20.3% |
| 3M | +53.9% | +8.9% | +45.0% | +46.0% |
| 6M | +81.7% | +12.5% | +69.2% | +69.4% |
| YTD | +142.5% | +50.5% | +92.0% | +90.7% |
| 1Y | +145.4% | +38.6% | +106.8% | +101.2% |
| 3Y | +197.3% | -1.2% | +198.6% | +190.0% |
| 5Y | +614.6% | +161.6% | +453.0% | +330.2% |
| All | +614.6% | +164.6% | +450.0% | +330.2% |
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