+59.8%
ON vs OXY
+160.1%
-100.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | +2.4% | +2.8% | -0.5% | +1.4% |
| 30D | -8.6% | +5.5% | -14.1% | -10.2% |
| 3M | -34.3% | +11.3% | -45.6% | -36.9% |
| 6M | +28.5% | +11.6% | +16.9% | +21.3% |
| YTD | +40.6% | +51.6% | -11.0% | +16.9% |
| 1Y | +55.3% | +36.2% | +19.1% | +34.1% |
| 3Y | -22.2% | +1.7% | -23.9% | -27.4% |
| All | +59.8% | +160.1% | -100.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling