+0.7%
OXY vs DT
-11.4%
+12.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +4.2% | +3.1% | +1.1% | +4.0% |
| 30D | -4.3% | -29.5% | +25.2% | -2.1% |
| 3M | +2.3% | -11.7% | +14.0% | +3.0% |
| 6M | +5.5% | +29.0% | -23.5% | +2.3% |
| YTD | +44.9% | +3.4% | +41.5% | +43.4% |
| 1Y | +42.6% | -4.2% | +46.8% | +42.9% |
| 3Y | +0.7% | -12.8% | +13.6% | -2.6% |
| All | +0.7% | -11.4% | +12.1% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling