+125.3%
OXY vs CAPR
-99.1%
+224.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.6% | -2.0% | +3.6% | +1.6% |
| 30D | +11.6% | +139.2% | -127.6% | +8.9% |
| 3M | +2.8% | -66.4% | +69.2% | +3.7% |
| 6M | +13.0% | -63.1% | +76.2% | +13.6% |
| YTD | +47.4% | -67.4% | +114.8% | +48.5% |
| 1Y | +31.5% | +58.2% | -26.8% | +21.0% |
| 3Y | -1.9% | +42.2% | -44.2% | -12.8% |
| 5Y | +148.0% | +87.3% | +60.7% | +115.7% |
| 10Y | +2.3% | -75.3% | +77.5% | -16.6% |
| All | +125.3% | -99.1% | +224.3% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling