+143.9%
OXY vs BTDR
+23.3%
+120.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.1% |
| 7D | +0.6% | +14.8% | -14.2% | +0.6% |
| 30D | +4.5% | +41.8% | -37.3% | +4.3% |
| 3M | +8.9% | -29.2% | +38.1% | +9.2% |
| 6M | +12.5% | +66.2% | -53.7% | +11.1% |
| YTD | +50.5% | +10.0% | +40.5% | +49.7% |
| 1Y | +38.6% | -11.0% | +49.6% | +37.9% |
| 3Y | -1.2% | +6.9% | -8.2% | -3.0% |
| 5Y | +161.6% | +24.7% | +137.0% | +158.4% |
| All | +143.9% | +23.3% | +120.6% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling