+31.5%
OXY vs DT
+4.0%
+27.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | +1.6% | -3.3% | +4.9% | +1.4% |
| 30D | +11.6% | +2.0% | +9.5% | +11.7% |
| 3M | +2.8% | +20.0% | -17.2% | +4.0% |
| 6M | +13.0% | +39.3% | -26.2% | +13.9% |
| YTD | +47.4% | +19.8% | +27.6% | +45.8% |
| 1Y | +31.5% | +4.3% | +27.2% | +27.8% |
| All | +31.5% | +4.0% | +27.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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