+22.3%
OXY vs DG
+577.8%
-555.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.5% |
| 7D | -0.5% | -2.5% | +2.0% | -0.2% |
| 30D | +8.5% | +1.0% | +7.5% | +8.3% |
| 3M | +6.0% | +20.3% | -14.3% | +3.4% |
| 6M | +13.0% | -11.7% | +24.7% | +14.2% |
| YTD | +48.9% | -2.3% | +51.2% | +48.4% |
| 1Y | +36.4% | +20.0% | +16.4% | +31.9% |
| 3Y | -2.3% | +7.2% | -9.5% | -6.6% |
| 5Y | +160.6% | -37.9% | +198.6% | +170.6% |
| 10Y | +2.0% | +107.3% | -105.3% | -18.1% |
| All | +22.3% | +577.8% | -555.5% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling