+58.3%
DIA vs OXY
-1.9%
+60.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.2% | +0.6% | -1.9% | -1.3% |
| 30D | -2.7% | +4.5% | -7.2% | -3.1% |
| 3M | +3.3% | +8.9% | -5.6% | +2.4% |
| 6M | +10.4% | +12.5% | -2.0% | +8.2% |
| YTD | +10.0% | +50.5% | -40.5% | +2.0% |
| 1Y | +16.2% | +38.6% | -22.4% | +9.1% |
| All | +58.3% | -1.9% | +60.2% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling