+688.0%
OXY vs DKS
+6,026.4%
-5,338.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | +0.6% | -2.9% | +3.5% | +1.3% |
| 30D | +4.5% | -37.7% | +42.2% | +15.8% |
| 3M | +8.9% | -38.9% | +47.8% | +20.7% |
| 6M | +12.5% | -31.1% | +43.6% | +19.5% |
| YTD | +50.5% | -31.8% | +82.3% | +60.0% |
| 1Y | +38.6% | -38.0% | +76.7% | +50.5% |
| 3Y | -1.2% | +28.6% | -29.9% | -15.4% |
| 5Y | +161.6% | +12.5% | +149.1% | +118.9% |
| 10Y | +5.3% | +198.3% | -193.0% | -40.1% |
| All | +688.0% | +6,026.4% | -5,338.4% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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