+337.5%
COP vs OXY
+7.0%
+330.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +1.0% | +1.4% | -0.4% | +0.2% |
| 30D | +9.6% | +4.0% | +5.5% | +7.1% |
| 3M | +15.0% | +7.6% | +7.4% | +10.3% |
| 6M | +21.8% | +16.2% | +5.6% | +11.4% |
| YTD | +49.6% | +50.8% | -1.2% | +17.3% |
| 1Y | +49.9% | +34.7% | +15.2% | +25.2% |
| 3Y | +22.6% | -1.0% | +23.6% | +21.9% |
| 5Y | +193.6% | +163.2% | +30.4% | +65.2% |
| All | +337.5% | +7.0% | +330.6% | +259.9% |
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 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