+192.5%
COP vs OXY
+157.3%
+35.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.9% |
| 30D | +11.7% | +4.5% | +7.2% | +8.5% |
| 3M | +17.7% | +8.9% | +8.8% | +11.2% |
| 6M | +18.3% | +12.5% | +5.9% | +9.1% |
| YTD | +49.1% | +50.5% | -1.4% | +13.0% |
| 1Y | +53.3% | +38.6% | +14.7% | +22.2% |
| 3Y | +22.2% | -1.2% | +23.4% | +19.8% |
| All | +192.5% | +157.3% | +35.2% | +73.4% |
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