+283.9%
OXY vs DLR
+3,455.1%
-3,171.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | +4.2% | +3.3% | +0.9% | +3.0% |
| 30D | -4.3% | +4.6% | -8.9% | -5.9% |
| 3M | +2.3% | -8.3% | +10.6% | +4.7% |
| 6M | +5.5% | -5.6% | +11.2% | +6.0% |
| YTD | +44.9% | +18.7% | +26.2% | +33.5% |
| 1Y | +42.6% | +17.1% | +25.5% | +31.9% |
| 3Y | +0.7% | +54.4% | -53.6% | -17.5% |
| 5Y | +96.9% | +36.5% | +60.4% | +62.6% |
| 10Y | +18.8% | +187.7% | -168.9% | -29.4% |
| All | +283.9% | +3,455.1% | -3,171.2% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling