+5.9%
OXY vs DRI
+348.7%
-342.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +1.4% | -4.8% | +6.2% | +3.6% |
| 30D | +4.0% | -5.2% | +9.2% | +6.3% |
| 3M | +7.6% | +2.7% | +4.9% | +5.4% |
| 6M | +16.2% | +3.6% | +12.6% | +12.3% |
| YTD | +50.8% | +15.4% | +35.4% | +37.5% |
| 1Y | +34.7% | +1.3% | +33.4% | +30.0% |
| 3Y | -1.0% | +53.1% | -54.1% | -24.7% |
| 5Y | +163.2% | +64.6% | +98.6% | +86.0% |
| All | +5.9% | +348.7% | -342.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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