+1,458.7%
DIS vs OXY
+1,363.1%
+95.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -2.6% | +1.6% | -4.2% | -3.0% |
| 30D | +3.5% | +11.6% | -8.1% | +0.5% |
| 3M | +6.8% | +2.8% | +4.0% | +5.5% |
| 6M | +3.0% | +13.0% | -10.1% | -1.8% |
| YTD | -6.7% | +47.4% | -54.1% | -17.2% |
| 1Y | -10.1% | +31.5% | -41.6% | -18.1% |
| 3Y | +33.0% | -1.9% | +35.0% | +28.8% |
| 5Y | -40.0% | +148.0% | -187.9% | -56.6% |
| 10Y | +21.1% | +2.3% | +18.8% | -9.0% |
| All | +1,458.7% | +1,363.1% | +95.6% | +622.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling