+500.6%
F vs OXY
+1,292.9%
-792.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -4.0% | -2.6% |
| 7D | -0.2% | -5.8% | +5.6% | +1.5% |
| 30D | +0.9% | -5.3% | +6.2% | +2.3% |
| 3M | -11.3% | -2.5% | -8.8% | -11.2% |
| 6M | +2.0% | +8.3% | -6.3% | -2.1% |
| YTD | -3.2% | +40.3% | -43.5% | -16.0% |
| 1Y | -3.5% | +38.8% | -42.3% | -16.1% |
| 3Y | +48.1% | -1.4% | +49.5% | +41.4% |
| 5Y | -13.5% | +92.2% | -105.7% | -36.4% |
| 10Y | +72.2% | +13.7% | +58.5% | +20.3% |
| All | +500.6% | +1,292.9% | -792.4% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling