+161.6%
OXY vs DRI
+68.4%
+93.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +0.6% | -4.8% | +5.5% | +1.6% |
| 30D | +4.5% | -3.9% | +8.4% | +5.2% |
| 3M | +8.9% | +5.1% | +3.8% | +7.4% |
| 6M | +12.5% | +5.5% | +7.0% | +10.4% |
| YTD | +50.5% | +16.5% | +34.0% | +43.4% |
| 1Y | +38.6% | +2.0% | +36.6% | +36.6% |
| 3Y | -1.2% | +54.5% | -55.7% | -13.7% |
| 5Y | +161.6% | +66.6% | +95.0% | +123.1% |
| All | +161.6% | +68.4% | +93.2% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling