+62.8%
VZ vs OXY
+7.0%
+55.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | +5.7% | +4.0% | +1.7% | +5.4% |
| 3M | +8.2% | +7.6% | +0.6% | +7.6% |
| 6M | +1.7% | +16.2% | -14.5% | +0.4% |
| YTD | +28.9% | +50.8% | -22.0% | +24.8% |
| 1Y | +22.7% | +34.7% | -11.9% | +19.7% |
| 3Y | +82.7% | -1.0% | +83.7% | +81.1% |
| 5Y | +26.4% | +163.2% | -136.8% | +15.7% |
| All | +62.8% | +7.0% | +55.8% | +47.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling