+6.4%
OXY vs DG
+101.8%
-95.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.8% | -6.5% | +9.3% | +3.3% |
| 30D | +5.5% | +4.2% | +1.3% | +5.1% |
| 3M | +11.3% | +9.5% | +1.8% | +10.3% |
| 6M | +11.6% | -13.1% | +24.7% | +12.7% |
| YTD | +51.6% | -4.8% | +56.4% | +51.7% |
| 1Y | +36.2% | +20.6% | +15.6% | +32.9% |
| 3Y | +1.7% | +4.9% | -3.2% | -1.4% |
| 5Y | +164.5% | -37.9% | +202.3% | +175.8% |
| All | +6.4% | +101.8% | -95.4% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling