+2.8%
DIS vs OXY
+44.0%
-41.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -0.9% |
| 7D | +0.9% | +3.6% | -2.8% | +1.4% |
| 30D | +8.9% | -5.3% | +14.2% | +8.1% |
| 3M | +14.5% | +0.2% | +14.3% | +14.8% |
| 6M | +12.2% | +4.7% | +7.5% | +12.8% |
| YTD | +4.7% | +44.0% | -39.3% | -0.9% |
| 1Y | +2.8% | +42.1% | -39.2% | -2.5% |
| All | +2.8% | +44.0% | -41.2% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling