+47.6%
ON vs OXY
+45.4%
+2.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.3% | -2.5% |
| 7D | -5.8% | -8.8% | +3.0% | -6.9% |
| 30D | -17.1% | -1.7% | -15.4% | -17.2% |
| 3M | -11.8% | +4.5% | -16.4% | -10.4% |
| 6M | -30.2% | -4.0% | -26.2% | -30.3% |
| YTD | +31.6% | +41.4% | -9.8% | +35.7% |
| 1Y | +47.6% | +45.9% | +1.7% | +52.9% |
| All | +47.6% | +45.4% | +2.2% | +52.9% |
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