-3.5%
F vs OXY
+39.4%
-42.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -4.0% | -1.5% |
| 7D | -0.2% | -5.8% | +5.6% | -1.4% |
| 30D | +0.9% | -5.3% | +6.2% | -0.1% |
| 3M | -11.3% | -2.5% | -8.8% | -11.6% |
| 6M | +2.0% | +8.3% | -6.3% | +4.1% |
| YTD | -3.2% | +40.3% | -43.5% | -9.5% |
| 1Y | -3.5% | +38.8% | -42.3% | -7.9% |
| All | -3.5% | +39.4% | -42.9% | -7.9% |
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