+85.5%
ETN vs OXY
-1.2%
+86.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | +2.8% | +0.7% | +3.2% |
| 30D | -7.5% | +5.5% | -13.0% | -8.1% |
| 3M | +8.3% | +11.3% | -3.0% | +6.9% |
| 6M | +20.2% | +11.6% | +8.6% | +17.0% |
| YTD | +34.7% | +51.6% | -16.9% | +21.0% |
| 1Y | +19.4% | +36.2% | -16.8% | +10.0% |
| 3Y | +85.5% | +1.7% | +83.8% | +76.2% |
| All | +85.5% | -1.2% | +86.7% | +76.2% |
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