+1.7%
OXY vs BTDR
+4.4%
-2.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.5% |
| 7D | +2.8% | -3.4% | +6.2% | +2.9% |
| 30D | +5.5% | +32.6% | -27.1% | +5.3% |
| 3M | +11.3% | -32.2% | +43.5% | +11.7% |
| 6M | +11.6% | +52.4% | -40.8% | +10.0% |
| YTD | +51.6% | +6.7% | +44.9% | +50.6% |
| 1Y | +36.2% | -15.2% | +51.4% | +35.3% |
| 3Y | +1.7% | +14.9% | -13.2% | -4.8% |
| All | +1.7% | +4.4% | -2.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling