+0.7%
OXY vs COMP
+423.6%
-422.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -4.3% | +16.6% | -20.9% | -4.0% |
| 3M | +2.3% | -23.5% | +25.8% | +2.0% |
| 6M | +5.5% | +25.7% | -20.2% | +5.1% |
| YTD | +44.9% | -3.4% | +48.3% | +46.3% |
| 1Y | +42.6% | +7.6% | +35.0% | +42.7% |
| 3Y | +0.7% | +423.6% | -422.8% | -6.2% |
| All | +0.7% | +423.6% | -422.8% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling