+122.3%
OXY vs BR
+1,282.8%
-1,160.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -6.0% | +7.3% | +4.8% |
| 30D | +4.0% | -0.9% | +4.9% | +4.2% |
| 3M | +7.6% | +16.4% | -8.8% | -2.3% |
| 6M | +16.2% | -8.2% | +24.4% | +19.5% |
| YTD | +50.8% | -23.2% | +74.0% | +70.1% |
| 1Y | +34.7% | -30.9% | +65.6% | +61.3% |
| 3Y | -1.0% | -5.0% | +4.0% | -4.4% |
| 5Y | +163.2% | +8.8% | +154.4% | +124.5% |
| 10Y | +5.5% | +190.1% | -184.5% | -51.6% |
| All | +122.3% | +1,282.8% | -1,160.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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