+1,362.5%
OXY vs DE
+14,495.7%
-13,133.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +0.6% | -3.0% | +3.7% | +2.0% |
| 30D | +4.5% | +11.1% | -6.6% | -0.4% |
| 3M | +8.9% | +17.6% | -8.7% | +0.4% |
| 6M | +12.5% | +13.6% | -1.1% | +4.1% |
| YTD | +50.5% | +46.3% | +4.2% | +24.7% |
| 1Y | +38.6% | +44.2% | -5.6% | +15.1% |
| 3Y | -1.2% | +76.6% | -77.8% | -26.1% |
| 5Y | +161.6% | +98.2% | +63.4% | +83.5% |
| 10Y | +5.3% | +863.5% | -858.2% | -59.5% |
| All | +1,362.5% | +14,495.7% | -13,133.2% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling