+1,455.2%
OXY vs ALL
+3,667.9%
-2,212.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +11.6% | -1.5% | +13.1% | +12.1% |
| 3M | +2.8% | +23.6% | -20.8% | -6.2% |
| 6M | +13.0% | +22.3% | -9.3% | +3.3% |
| YTD | +47.4% | +26.5% | +20.9% | +32.1% |
| 1Y | +31.5% | +27.0% | +4.5% | +17.4% |
| 3Y | -1.9% | +149.6% | -151.5% | -35.6% |
| 5Y | +148.0% | +118.1% | +29.9% | +68.7% |
| 10Y | +2.3% | +369.0% | -366.7% | -45.3% |
| All | +1,455.2% | +3,667.9% | -2,212.6% | +383.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling