+13.7%
OXY vs D
+44.7%
-31.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -5.8% | +2.4% | -8.2% | -6.6% |
| 30D | -5.3% | +10.9% | -16.3% | -8.6% |
| 3M | -2.5% | +2.8% | -5.4% | -3.7% |
| 6M | +8.3% | +12.7% | -4.4% | +3.5% |
| YTD | +40.3% | +20.3% | +20.0% | +31.0% |
| 1Y | +38.8% | +17.1% | +21.7% | +30.6% |
| 3Y | -1.4% | +75.1% | -76.6% | -21.2% |
| 5Y | +92.2% | +13.1% | +79.1% | +80.1% |
| 10Y | +13.7% | +48.3% | -34.6% | +13.4% |
| All | +13.7% | +44.7% | -31.0% | +13.4% |
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