+123.4%
VRT vs OXY
+32.4%
+91.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.2% |
| 7D | +9.1% | +1.6% | +7.5% | +9.4% |
| 30D | +0.9% | +11.6% | -10.6% | +2.7% |
| 3M | -13.4% | +2.8% | -16.2% | -11.9% |
| 6M | +11.7% | +13.0% | -1.4% | +10.4% |
| YTD | +73.2% | +47.4% | +25.9% | +65.9% |
| 1Y | +123.4% | +31.5% | +91.9% | +119.7% |
| All | +123.4% | +32.4% | +91.1% | +119.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling