+1,332.5%
OXY vs COO
+5,988.7%
-4,656.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | +1.6% | -2.2% | +3.8% | +1.8% |
| 30D | +11.6% | -7.0% | +18.6% | +12.2% |
| 3M | +2.8% | +12.2% | -9.4% | +1.7% |
| 6M | +13.0% | -15.1% | +28.2% | +14.2% |
| YTD | +47.4% | -15.1% | +62.5% | +48.8% |
| 1Y | +31.5% | +2.3% | +29.1% | +30.7% |
| 3Y | -1.9% | -23.7% | +21.7% | -0.8% |
| 5Y | +148.0% | -38.9% | +186.9% | +154.3% |
| 10Y | +2.3% | +49.9% | -47.7% | -0.7% |
| All | +1,332.5% | +5,988.7% | -4,656.2% | +1,103.6% |
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