+161.6%
OXY vs ALL
+115.1%
+46.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +0.6% | -2.2% | +2.9% | +1.2% |
| 30D | +4.5% | -5.6% | +10.1% | +6.0% |
| 3M | +8.9% | +17.2% | -8.3% | +4.2% |
| 6M | +12.5% | +23.2% | -10.8% | +6.0% |
| YTD | +50.5% | +23.6% | +26.9% | +41.1% |
| 1Y | +38.6% | +29.2% | +9.4% | +28.1% |
| 3Y | -1.2% | +153.8% | -155.1% | -30.2% |
| 5Y | +161.6% | +116.1% | +45.6% | +111.4% |
| All | +161.6% | +115.1% | +46.5% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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