+47.6%
F vs OXY
-3.3%
+50.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +5.3% | +1.6% | +3.7% | +5.0% |
| 30D | +4.6% | +11.6% | -7.0% | +2.4% |
| 3M | -3.7% | +2.8% | -6.5% | -4.3% |
| 6M | +16.8% | +13.0% | +3.8% | +11.0% |
| YTD | +15.3% | +47.4% | -32.1% | -1.1% |
| 1Y | +31.0% | +31.5% | -0.5% | +16.9% |
| All | +47.6% | -3.3% | +50.9% | +43.9% |
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 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