+1,308.1%
OXY vs COO
+5,381.5%
-4,073.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +4.2% | +0.5% | +3.7% | +4.2% |
| 30D | -4.3% | +14.2% | -18.5% | -5.4% |
| 3M | +2.3% | -18.2% | +20.5% | +3.6% |
| 6M | +5.5% | +5.3% | +0.2% | +4.7% |
| YTD | +44.9% | -23.6% | +68.4% | +47.2% |
| 1Y | +42.6% | -12.7% | +55.3% | +43.3% |
| 3Y | +0.7% | -24.2% | +24.9% | +1.8% |
| 5Y | +96.9% | -40.0% | +136.8% | +101.8% |
| 10Y | +18.8% | +41.6% | -22.8% | +15.7% |
| All | +1,308.1% | +5,381.5% | -4,073.4% | +1,089.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling