+123.6%
HOOD vs OXY
+131.4%
-7.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -3.8% | +4.2% | -8.0% | -4.7% |
| 30D | -23.0% | -4.3% | -18.6% | -22.4% |
| 3M | -21.6% | +2.3% | -23.9% | -22.5% |
| 6M | +1.4% | +5.5% | -4.1% | -1.2% |
| YTD | -31.2% | +44.9% | -76.0% | -40.5% |
| 1Y | -35.9% | +42.6% | -78.5% | -44.4% |
| 3Y | +836.9% | +0.7% | +836.2% | +779.1% |
| 5Y | +121.1% | +96.9% | +24.3% | +68.4% |
| All | +123.6% | +131.4% | -7.8% | +68.1% |
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