+20.0%
ON vs OXY
+99.7%
-79.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +12.2% | +4.2% | +8.0% | +10.7% |
| 30D | -3.1% | -4.3% | +1.2% | -2.0% |
| 3M | -12.9% | +2.3% | -15.2% | -13.8% |
| 6M | -38.6% | +5.5% | -44.1% | -40.3% |
| YTD | +31.2% | +44.9% | -13.6% | +10.3% |
| 1Y | +47.6% | +42.6% | +5.0% | +24.6% |
| 3Y | +6.6% | +0.7% | +5.9% | -0.5% |
| All | +20.0% | +99.7% | -79.7% | -0.6% |
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