+1,332.5%
OXY vs D
+2,347.4%
-1,014.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.6% | +1.5% | +0.1% | +0.9% |
| 30D | +11.6% | -2.6% | +14.2% | +12.9% |
| 3M | +2.8% | 0.0% | +2.8% | +2.6% |
| 6M | +13.0% | +7.4% | +5.7% | +8.1% |
| YTD | +47.4% | +15.9% | +31.5% | +35.6% |
| 1Y | +31.5% | +18.1% | +13.4% | +19.3% |
| 3Y | -1.9% | +58.4% | -60.3% | -26.0% |
| 5Y | +148.0% | +5.2% | +142.8% | +126.8% |
| 10Y | +2.3% | +35.9% | -33.6% | -22.1% |
| All | +1,332.5% | +2,347.4% | -1,014.9% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling