+132.2%
COP vs OXY
+99.7%
+32.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +4.4% | +4.2% | +0.2% | +1.5% |
| 30D | 0.0% | -4.3% | +4.3% | +3.1% |
| 3M | +15.0% | +2.3% | +12.7% | +13.5% |
| 6M | +22.0% | +5.5% | +16.5% | +17.7% |
| YTD | +55.3% | +44.9% | +10.5% | +20.3% |
| 1Y | +64.1% | +42.6% | +21.5% | +28.5% |
| 3Y | +34.1% | +0.7% | +33.3% | +30.2% |
| All | +132.2% | +99.7% | +32.5% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling