+5.3%
OXY vs CAPR
-77.3%
+82.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.2% |
| 7D | +0.6% | -12.6% | +13.3% | +1.0% |
| 30D | +4.5% | +124.4% | -119.9% | +1.6% |
| 3M | +8.9% | -66.8% | +75.7% | +10.2% |
| 6M | +12.5% | -71.8% | +84.3% | +14.1% |
| YTD | +50.5% | -70.1% | +120.5% | +52.2% |
| 1Y | +38.6% | +33.3% | +5.3% | +25.5% |
| 3Y | -1.2% | +36.7% | -38.0% | -16.2% |
| 5Y | +161.6% | +72.5% | +89.2% | +114.0% |
| 10Y | +5.3% | -77.3% | +82.6% | -25.3% |
| All | +5.3% | -77.3% | +82.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling