+5.3%
OXY vs D
+34.1%
-28.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | +0.6% | -0.4% | +1.1% | +0.8% |
| 30D | +4.5% | -2.1% | +6.6% | +5.2% |
| 3M | +8.9% | -0.7% | +9.6% | +9.1% |
| 6M | +12.5% | +5.6% | +6.9% | +9.8% |
| YTD | +50.5% | +14.6% | +35.9% | +43.0% |
| 1Y | +38.6% | +15.3% | +23.3% | +31.1% |
| 3Y | -1.2% | +59.1% | -60.4% | -18.4% |
| 5Y | +161.6% | +3.9% | +157.7% | +152.4% |
| 10Y | +5.3% | +38.5% | -33.2% | -0.3% |
| All | +5.3% | +34.1% | -28.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling