+36.4%
OXY vs COMP
+11.9%
+24.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +0.4% |
| 7D | -0.5% | +4.1% | -4.6% | +0.3% |
| 30D | +8.5% | -14.5% | +23.0% | +5.6% |
| 3M | +6.0% | +41.8% | -35.8% | +12.4% |
| 6M | +13.0% | +23.6% | -10.6% | +21.8% |
| YTD | +48.9% | +1.7% | +47.2% | +60.7% |
| 1Y | +36.4% | +12.6% | +23.8% | +46.5% |
| All | +36.4% | +11.9% | +24.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling