+37.2%
DIS vs OXY
+1.6%
+35.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +1.9% | +4.2% | -2.3% | +1.4% |
| 30D | +9.2% | -4.3% | +13.5% | +9.6% |
| 3M | +13.5% | +2.3% | +11.2% | +12.7% |
| 6M | +14.3% | +5.5% | +8.7% | +12.4% |
| YTD | +5.4% | +44.9% | -39.5% | -7.2% |
| 1Y | +12.2% | +42.6% | -30.4% | -0.9% |
| 3Y | +37.2% | +0.7% | +36.4% | +25.4% |
| All | +37.2% | +1.6% | +35.6% | +25.4% |
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