+42.6%
OXY vs DRI
+34.4%
+8.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.7% |
| 7D | +4.2% | +1.1% | +3.1% | +4.4% |
| 30D | -4.3% | +9.7% | -14.0% | -2.6% |
| 3M | +2.3% | +3.2% | -0.9% | +2.8% |
| 6M | +5.5% | +20.6% | -15.0% | +10.2% |
| YTD | +44.9% | +28.3% | +16.6% | +50.4% |
| 1Y | +42.6% | +34.5% | +8.1% | +48.5% |
| All | +42.6% | +34.4% | +8.2% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling