+67.3%
F vs OXY
+19.5%
+47.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | +4.2% | -7.3% | -4.2% |
| 30D | 0.0% | -4.3% | +4.4% | +1.0% |
| 3M | -13.2% | +2.3% | -15.5% | -14.3% |
| 6M | -10.2% | +5.5% | -15.7% | -12.8% |
| YTD | -4.9% | +44.9% | -49.8% | -17.4% |
| 1Y | -6.1% | +42.6% | -48.7% | -18.2% |
| 3Y | +46.0% | +0.7% | +45.2% | +39.0% |
| 5Y | -15.7% | +96.9% | -112.6% | -36.7% |
| All | +67.3% | +19.5% | +47.8% | +16.8% |
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