+16.6%
OXY vs D
+47.7%
-31.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +3.6% | -3.1% | +6.7% | +4.6% |
| 30D | -5.3% | +8.4% | -13.6% | -7.9% |
| 3M | +0.2% | +0.2% | 0.0% | -0.2% |
| 6M | +4.7% | +9.5% | -4.7% | +1.0% |
| YTD | +44.0% | +18.8% | +25.2% | +34.9% |
| 1Y | +42.1% | +14.7% | +27.3% | +34.5% |
| 3Y | +1.2% | +72.9% | -71.8% | -18.8% |
| 5Y | +95.7% | +13.1% | +82.6% | +83.1% |
| All | +16.6% | +47.7% | -31.1% | +17.9% |
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