+1,179.1%
VST vs OXY
+18.8%
+1,160.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | +19.2% | +3.6% | +15.5% | +18.2% |
| 30D | -17.2% | -5.3% | -11.9% | -16.2% |
| 3M | -8.1% | +0.2% | -8.3% | -8.4% |
| 6M | -8.1% | +4.7% | -12.9% | -9.7% |
| YTD | -16.3% | +44.0% | -60.3% | -24.1% |
| 1Y | -24.1% | +42.1% | -66.2% | -31.2% |
| 3Y | +300.2% | +1.2% | +299.0% | +287.8% |
| 5Y | +645.9% | +95.7% | +550.2% | +514.0% |
| All | +1,179.1% | +18.8% | +1,160.3% | +838.6% |
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