+196.2%
ON vs OXY
+1,066.3%
-870.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.9% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | -12.4% | +8.5% | -20.9% | -15.5% |
| 3M | -41.2% | +6.0% | -47.2% | -43.1% |
| 6M | +25.0% | +13.0% | +12.0% | +15.8% |
| YTD | +31.3% | +48.9% | -17.6% | +7.3% |
| 1Y | +45.4% | +36.4% | +9.0% | +22.5% |
| 3Y | -27.4% | -2.3% | -25.1% | -30.2% |
| 5Y | +58.5% | +160.6% | -102.1% | -6.0% |
| 10Y | +561.8% | +2.0% | +559.8% | +351.4% |
| All | +196.2% | +1,066.3% | -870.1% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling