+573.1%
VRT vs OXY
-1.9%
+574.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.1% | -10.7% | -9.8% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -2.7% | +4.5% | -7.2% | -3.4% |
| 3M | -9.2% | +8.9% | -18.1% | -10.6% |
| 6M | -0.5% | +12.5% | -13.0% | -4.7% |
| YTD | +62.3% | +50.5% | +11.9% | +41.3% |
| 1Y | +109.6% | +38.6% | +71.0% | +86.5% |
| All | +573.1% | -1.9% | +574.9% | +507.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling