+42.1%
OXY vs COO
-13.9%
+56.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.8% |
| 7D | +3.6% | -2.1% | +5.7% | +3.3% |
| 30D | -5.3% | +13.9% | -19.2% | -3.3% |
| 3M | +0.2% | -18.9% | +19.2% | -2.4% |
| 6M | +4.7% | +3.7% | +1.0% | +6.4% |
| YTD | +44.0% | -24.1% | +68.1% | +49.4% |
| 1Y | +42.1% | -14.2% | +56.3% | +43.8% |
| All | +42.1% | -13.9% | +56.0% | +43.8% |
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