+5.3%
OXY vs DOW
-15.4%
+20.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -0.5% | -2.9% | +2.4% | +1.6% |
| 30D | +8.5% | +2.0% | +6.5% | +6.6% |
| 3M | +6.0% | -12.5% | +18.5% | +16.8% |
| 6M | +13.0% | -9.2% | +22.2% | +19.4% |
| YTD | +48.9% | +30.8% | +18.1% | +16.0% |
| 1Y | +36.4% | +29.4% | +7.0% | +3.7% |
| 3Y | -2.3% | -34.6% | +32.3% | +23.6% |
| 5Y | +160.6% | -35.9% | +196.6% | +226.6% |
| All | +5.3% | -15.4% | +20.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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