+158.9%
OXY vs COO
-40.5%
+199.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.5% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | +8.5% | -8.8% | +17.3% | +10.3% |
| 3M | +6.0% | +1.3% | +4.7% | +5.4% |
| 6M | +13.0% | -11.6% | +24.5% | +15.5% |
| YTD | +48.9% | -17.4% | +66.3% | +54.6% |
| 1Y | +36.4% | -1.6% | +38.0% | +35.4% |
| 3Y | -2.3% | -22.6% | +20.4% | -0.1% |
| All | +158.9% | -40.5% | +199.3% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling