+6.4%
OXY vs DLR
+177.5%
-171.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +5.5% | -4.3% | +9.8% | +6.5% |
| 3M | +11.3% | +3.8% | +7.5% | +9.7% |
| 6M | +11.6% | +5.8% | +5.8% | +8.9% |
| YTD | +51.6% | +23.5% | +28.0% | +41.6% |
| 1Y | +36.2% | +11.1% | +25.1% | +30.7% |
| 3Y | +1.7% | +57.9% | -56.2% | -13.1% |
| 5Y | +164.5% | +44.0% | +120.5% | +127.9% |
| All | +6.4% | +177.5% | -171.1% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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