-2.3%
OXY vs COO
-23.3%
+21.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | +8.5% | -8.8% | +17.3% | +9.5% |
| 3M | +6.0% | +1.3% | +4.7% | +5.6% |
| 6M | +13.0% | -11.6% | +24.5% | +15.2% |
| YTD | +48.9% | -17.4% | +66.3% | +53.7% |
| 1Y | +36.4% | -1.6% | +38.0% | +35.9% |
| 3Y | -2.3% | -22.6% | +20.4% | -4.9% |
| All | -2.3% | -23.3% | +21.0% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling