+1,347.0%
OXY vs DD
+959.7%
+387.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | +8.5% | -7.4% | +15.9% | +12.2% |
| 3M | +6.0% | -6.4% | +12.4% | +8.4% |
| 6M | +13.0% | -2.5% | +15.4% | +11.5% |
| YTD | +48.9% | +10.2% | +38.6% | +38.1% |
| 1Y | +36.4% | +36.9% | -0.5% | +13.3% |
| 3Y | -2.3% | +47.0% | -49.3% | -23.4% |
| 5Y | +160.6% | +63.1% | +97.5% | +90.6% |
| 10Y | +2.0% | +68.2% | -66.2% | -24.7% |
| All | +1,347.0% | +959.7% | +387.3% | +398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling