+6.4%
OXY vs DD
+66.6%
-60.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +2.8% | -3.5% | +6.3% | +5.0% |
| 30D | +5.5% | -11.7% | +17.1% | +13.5% |
| 3M | +11.3% | -9.2% | +20.5% | +17.0% |
| 6M | +11.6% | -7.2% | +18.8% | +12.5% |
| YTD | +51.6% | +6.6% | +45.0% | +38.1% |
| 1Y | +36.2% | +32.0% | +4.2% | +5.7% |
| 3Y | +1.7% | +42.1% | -40.4% | -28.8% |
| 5Y | +164.5% | +58.1% | +106.4% | +61.3% |
| All | +6.4% | +66.6% | -60.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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