+1.0%
OXY vs DLR
+58.6%
-57.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | +4.5% | -1.2% | +5.7% | +4.6% |
| 3M | +8.9% | +2.9% | +6.0% | +8.4% |
| 6M | +12.5% | +6.7% | +5.8% | +10.7% |
| YTD | +50.5% | +23.9% | +26.6% | +43.5% |
| 1Y | +38.6% | +18.6% | +20.0% | +33.3% |
| All | +1.0% | +58.6% | -57.7% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling