+63.8%
DIA vs OXY
+156.7%
-93.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.0% | +0.9% | -3.9% | -3.1% |
| 30D | -3.0% | +3.6% | -6.6% | -3.4% |
| 3M | +4.5% | +7.1% | -2.6% | +3.5% |
| 6M | +9.8% | +15.7% | -5.9% | +6.9% |
| YTD | +9.3% | +50.1% | -40.8% | +2.1% |
| 1Y | +16.0% | +34.1% | -18.1% | +10.0% |
| 3Y | +57.7% | -1.5% | +59.2% | +54.2% |
| 5Y | +63.8% | +162.0% | -98.2% | +37.1% |
| All | +63.8% | +156.7% | -93.0% | +37.1% |
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