+45.9%
OXY vs DG
+45.3%
+0.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.5% | -13.6% | -4.3% |
| 7D | -8.8% | +12.3% | -21.1% | -7.7% |
| 30D | -1.7% | +19.3% | -21.0% | -0.1% |
| 3M | +4.5% | +11.9% | -7.3% | +5.8% |
| 6M | -4.0% | +25.0% | -29.0% | -1.8% |
| YTD | +41.4% | +8.7% | +32.6% | +44.2% |
| 1Y | +45.9% | +44.7% | +1.2% | +45.0% |
| All | +45.9% | +45.3% | +0.6% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling