+1,934.0%
VRT vs OXY
-13.1%
+1,947.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | +10.5% | +4.2% | +6.3% | +9.8% |
| 30D | -9.3% | -4.3% | -5.0% | -8.7% |
| 3M | -29.6% | +2.3% | -31.9% | -29.9% |
| 6M | -45.4% | +5.5% | -50.9% | -46.1% |
| YTD | +24.8% | +44.9% | -20.1% | +15.7% |
| 1Y | +23.6% | +42.6% | -19.0% | +14.8% |
| 3Y | +379.7% | +0.7% | +378.9% | +366.6% |
| 5Y | +660.3% | +96.9% | +563.5% | +559.2% |
| All | +1,934.0% | -13.1% | +1,947.1% | +1,321.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling