+6.4%
OXY vs DTE
+137.8%
-131.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.4% |
| 7D | +2.8% | -2.6% | +5.4% | +4.6% |
| 30D | +5.5% | -4.4% | +9.9% | +8.6% |
| 3M | +11.3% | -8.3% | +19.6% | +17.6% |
| 6M | +11.6% | -8.1% | +19.7% | +16.8% |
| YTD | +51.6% | +4.4% | +47.1% | +45.0% |
| 1Y | +36.2% | +0.2% | +36.0% | +33.8% |
| 3Y | +1.7% | +42.6% | -40.9% | -25.5% |
| 5Y | +164.5% | +31.5% | +133.0% | +99.3% |
| All | +6.4% | +137.8% | -131.4% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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