+0.7%
OXY vs DD
+88.8%
-88.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +4.2% | +5.0% | -0.8% | +3.0% |
| 30D | -4.3% | +19.7% | -24.0% | -8.3% |
| 3M | +2.3% | +7.2% | -4.9% | +0.5% |
| 6M | +5.5% | +1.0% | +4.5% | +5.0% |
| YTD | +44.9% | +29.1% | +15.8% | +30.7% |
| 1Y | +42.6% | +28.5% | +14.1% | +28.7% |
| 3Y | +0.7% | +89.4% | -88.7% | -28.3% |
| All | +0.7% | +88.8% | -88.0% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling