+17.6%
OXY vs COPX
+179.5%
-161.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -2.3% | +5.2% | +3.8% |
| 30D | +5.5% | +0.3% | +5.2% | +4.6% |
| 3M | +11.3% | +6.8% | +4.5% | +5.2% |
| 6M | +11.6% | +7.9% | +3.7% | -0.1% |
| YTD | +51.6% | +23.7% | +27.8% | +22.7% |
| 1Y | +36.2% | +71.5% | -35.3% | -10.1% |
| 3Y | +1.7% | +149.1% | -147.4% | -49.2% |
| 5Y | +164.5% | +167.3% | -2.9% | +21.9% |
| 10Y | +6.1% | +568.5% | -562.5% | -71.2% |
| All | +17.6% | +179.5% | -161.9% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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