+1.7%
OXY vs DE
+74.6%
-72.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.8% | -2.6% | +5.4% | +3.6% |
| 30D | +5.5% | +9.0% | -3.6% | +2.5% |
| 3M | +11.3% | +19.1% | -7.8% | +4.2% |
| 6M | +11.6% | +14.4% | -2.8% | +5.2% |
| YTD | +51.6% | +45.9% | +5.6% | +29.0% |
| 1Y | +36.2% | +43.6% | -7.4% | +16.3% |
| 3Y | +1.7% | +75.9% | -74.2% | -19.3% |
| All | +1.7% | +74.6% | -72.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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