+72.2%
F vs OXY
+11.9%
+60.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -4.0% | -2.5% |
| 7D | -0.2% | -5.8% | +5.6% | +1.3% |
| 30D | +0.9% | -5.3% | +6.2% | +2.2% |
| 3M | -11.3% | -2.5% | -8.8% | -11.2% |
| 6M | +2.0% | +8.3% | -6.3% | -1.7% |
| YTD | -3.2% | +40.3% | -43.5% | -15.1% |
| 1Y | -3.5% | +38.8% | -42.3% | -15.2% |
| 3Y | +48.1% | -1.4% | +49.5% | +41.9% |
| 5Y | -13.5% | +92.2% | -105.7% | -34.6% |
| 10Y | +72.2% | +13.7% | +58.5% | +21.2% |
| All | +72.2% | +11.9% | +60.3% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling