+4,492.0%
COP vs OXY
+1,363.1%
+3,128.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.5% |
| 7D | +3.0% | +1.6% | +1.4% | +2.1% |
| 30D | +17.5% | +11.6% | +5.9% | +10.2% |
| 3M | +13.4% | +2.8% | +10.5% | +11.6% |
| 6M | +17.7% | +13.0% | +4.7% | +9.4% |
| YTD | +46.6% | +47.4% | -0.8% | +16.3% |
| 1Y | +44.6% | +31.5% | +13.1% | +22.4% |
| 3Y | +20.7% | -1.9% | +22.6% | +20.9% |
| 5Y | +185.0% | +148.0% | +37.1% | +61.5% |
| 10Y | +347.0% | +2.3% | +344.7% | +227.7% |
| All | +4,492.0% | +1,363.1% | +3,128.9% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling