+60.7%
COP vs OXY
+45.4%
+15.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | 0.0% | -1.4% |
| 7D | -8.1% | -8.8% | +0.7% | -1.6% |
| 30D | +6.7% | -1.7% | +8.3% | +8.3% |
| 3M | +16.9% | +4.5% | +12.3% | +13.8% |
| 6M | +11.2% | -4.0% | +15.2% | +14.3% |
| YTD | +49.5% | +41.4% | +8.1% | +16.8% |
| 1Y | +60.7% | +45.9% | +14.8% | +21.8% |
| All | +60.7% | +45.4% | +15.3% | +21.8% |
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