-3.5%
OXY vs D
+79.5%
-83.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -11.9% | +3.0% | -14.9% | -12.3% |
| 30D | -3.1% | +11.5% | -14.6% | -4.7% |
| 3M | +1.1% | +3.7% | -2.7% | +0.5% |
| 6M | +3.2% | +13.5% | -10.3% | +0.9% |
| YTD | +39.0% | +20.7% | +18.3% | +34.2% |
| 1Y | +42.7% | +18.2% | +24.5% | +38.1% |
| 3Y | -3.5% | +73.3% | -76.8% | -13.2% |
| All | -3.5% | +79.5% | -83.1% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling