+17.3%
OXY vs DRI
+331.7%
-314.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | -4.3% | +9.7% | -14.0% | -8.6% |
| 3M | +2.3% | +3.2% | -0.9% | 0.0% |
| 6M | +5.5% | +20.6% | -15.0% | -4.8% |
| YTD | +44.9% | +28.3% | +16.6% | +25.0% |
| 1Y | +42.6% | +34.5% | +8.1% | +19.9% |
| 3Y | +0.7% | +66.5% | -65.8% | -26.5% |
| 5Y | +96.9% | +79.6% | +17.2% | +33.0% |
| All | +17.3% | +331.7% | -314.4% | -37.1% |
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