+31.0%
F vs OXY
+32.4%
-1.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.3% |
| 7D | +5.3% | +1.6% | +3.7% | +5.6% |
| 30D | +4.6% | +11.6% | -7.0% | +6.5% |
| 3M | -3.7% | +2.8% | -6.5% | -3.1% |
| 6M | +16.8% | +13.0% | +3.8% | +16.7% |
| YTD | +15.3% | +47.4% | -32.1% | +10.4% |
| 1Y | +31.0% | +31.5% | -0.5% | +27.6% |
| All | +31.0% | +32.4% | -1.4% | +27.6% |
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