+161.6%
OXY vs DLR
+40.9%
+120.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | +2.9% | -2.3% | +0.3% |
| 30D | +4.5% | -1.2% | +5.7% | +4.6% |
| 3M | +8.9% | +2.9% | +6.0% | +8.3% |
| 6M | +12.5% | +6.7% | +5.8% | +10.8% |
| YTD | +50.5% | +23.9% | +26.6% | +44.6% |
| 1Y | +38.6% | +18.6% | +20.0% | +34.0% |
| 3Y | -1.2% | +59.7% | -60.9% | -9.3% |
| 5Y | +161.6% | +42.1% | +119.6% | +139.1% |
| All | +161.6% | +40.9% | +120.7% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling