+81.7%
VRT vs OXY
+38.2%
+43.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | -7.7% | +1.4% | -9.1% | -7.4% |
| 30D | -12.0% | +4.0% | -16.0% | -11.3% |
| 3M | -11.7% | +7.6% | -19.3% | -9.6% |
| 6M | -8.1% | +16.2% | -24.3% | -8.2% |
| YTD | +53.2% | +50.8% | +2.4% | +51.1% |
| 1Y | +81.7% | +34.7% | +47.0% | +79.1% |
| All | +81.7% | +38.2% | +43.4% | +79.1% |
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 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