+1.7%
OXY vs DGX
+96.4%
-94.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +5.5% | -1.2% | +6.6% | +5.5% |
| 3M | +11.3% | +15.8% | -4.5% | +9.7% |
| 6M | +11.6% | +18.2% | -6.6% | +9.7% |
| YTD | +51.6% | +37.2% | +14.4% | +45.2% |
| 1Y | +36.2% | +30.4% | +5.9% | +31.4% |
| 3Y | +1.7% | +96.7% | -95.0% | -10.1% |
| All | +1.7% | +96.4% | -94.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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