+31.5%
OXY vs COO
+4.1%
+27.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -1.1% |
| 7D | +1.6% | -2.2% | +3.8% | +1.3% |
| 30D | +11.6% | -7.0% | +18.6% | +10.6% |
| 3M | +2.8% | +12.2% | -9.4% | +4.5% |
| 6M | +13.0% | -15.1% | +28.2% | +17.1% |
| YTD | +47.4% | -15.1% | +62.5% | +52.5% |
| 1Y | +31.5% | +2.3% | +29.1% | +35.7% |
| All | +31.5% | +4.1% | +27.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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