-28.3%
ON vs OXY
-2.1%
-26.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -13.5% | +3.6% | -17.0% | -14.6% |
| 3M | -36.3% | +7.1% | -43.4% | -38.1% |
| 6M | +17.8% | +15.7% | +2.1% | +7.4% |
| YTD | +29.6% | +50.1% | -20.5% | +1.0% |
| 1Y | +45.8% | +34.1% | +11.7% | +20.8% |
| All | -28.3% | -2.1% | -26.2% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling