+629.3%
ON vs OXY
+7.5%
+621.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.3% |
| 7D | +2.4% | +2.8% | -0.5% | +1.4% |
| 30D | -8.6% | +5.5% | -14.1% | -10.3% |
| 3M | -34.3% | +11.3% | -45.6% | -37.0% |
| 6M | +28.5% | +11.6% | +16.9% | +21.5% |
| YTD | +40.6% | +51.6% | -11.0% | +18.5% |
| 1Y | +55.3% | +36.2% | +19.1% | +35.2% |
| 3Y | -22.2% | +1.7% | -23.9% | -25.7% |
| 5Y | +62.4% | +164.5% | -102.1% | +8.2% |
| All | +629.3% | +7.5% | +621.8% | +433.0% |
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 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