+1,359.2%
OXY vs DTE
+3,444.9%
-2,085.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.5% |
| 7D | +0.9% | -2.0% | +2.9% | +2.1% |
| 30D | +3.6% | -2.4% | +6.0% | +4.9% |
| 3M | +7.1% | -7.3% | +14.4% | +11.6% |
| 6M | +15.7% | -7.6% | +23.3% | +20.0% |
| YTD | +50.1% | +5.8% | +44.3% | +43.9% |
| 1Y | +34.1% | +2.3% | +31.7% | +30.8% |
| 3Y | -1.5% | +45.0% | -46.5% | -23.6% |
| 5Y | +162.0% | +33.2% | +128.8% | +109.5% |
| 10Y | +5.1% | +141.4% | -136.3% | -37.3% |
| All | +1,359.2% | +3,444.9% | -2,085.7% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling