+1,664.5%
DIS vs OXY
+1,292.9%
+371.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.4% |
| 7D | +4.4% | -5.8% | +10.2% | +5.9% |
| 30D | +10.3% | -5.3% | +15.7% | +11.6% |
| 3M | +15.5% | -2.5% | +18.1% | +15.7% |
| 6M | +11.2% | +8.3% | +2.9% | +7.6% |
| YTD | +5.6% | +40.3% | -34.7% | -5.5% |
| 1Y | +7.7% | +38.8% | -31.1% | -3.5% |
| 3Y | +39.3% | -1.4% | +40.7% | +34.3% |
| 5Y | -29.5% | +92.2% | -121.7% | -45.5% |
| 10Y | +36.3% | +13.7% | +22.5% | -1.4% |
| All | +1,664.5% | +1,292.9% | +371.5% | +724.5% |
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 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