+121.5%
OXY vs COMP
-52.0%
+173.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.7% | -0.5% |
| 7D | -11.9% | +13.4% | -25.4% | -12.6% |
| 30D | -3.1% | +11.1% | -14.2% | -3.9% |
| 3M | +1.1% | -18.8% | +19.9% | +2.0% |
| 6M | +3.2% | +10.5% | -7.3% | +1.5% |
| YTD | +39.0% | -3.4% | +42.4% | +37.1% |
| 1Y | +42.7% | +19.7% | +23.0% | +37.7% |
| 3Y | -3.5% | +381.6% | -385.1% | -21.4% |
| 5Y | +81.3% | -17.6% | +98.9% | +75.8% |
| All | +121.5% | -52.0% | +173.5% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling