-10.0%
DIS vs OXY
+36.8%
-46.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | -3.5% | +0.6% | -4.2% | -3.5% |
| 30D | +1.0% | +4.5% | -3.5% | +1.4% |
| 3M | +5.7% | +8.9% | -3.2% | +6.4% |
| 6M | +3.3% | +12.5% | -9.2% | +2.4% |
| YTD | -7.7% | +50.5% | -58.2% | -12.1% |
| 1Y | -10.0% | +38.6% | -48.6% | -13.6% |
| All | -10.0% | +36.8% | -46.7% | -13.6% |
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