+166.4%
IWM vs OXY
+7.5%
+158.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | +2.8% | -5.2% | -3.0% |
| 30D | -4.6% | +5.5% | -10.0% | -5.7% |
| 3M | -0.3% | +11.3% | -11.6% | -3.1% |
| 6M | +14.7% | +11.6% | +3.1% | +10.5% |
| YTD | +17.8% | +51.6% | -33.7% | +5.1% |
| 1Y | +21.2% | +36.2% | -15.0% | +10.6% |
| 3Y | +62.3% | +1.7% | +60.6% | +56.5% |
| 5Y | +38.7% | +164.5% | -125.8% | +2.7% |
| All | +166.4% | +7.5% | +158.9% | +114.2% |
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