+1.7%
OXY vs DVA
+89.6%
-87.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | -1.3% | +4.2% | +2.9% |
| 30D | +5.5% | 0.0% | +5.4% | +5.4% |
| 3M | +11.3% | -10.9% | +22.2% | +12.0% |
| 6M | +11.6% | +17.3% | -5.7% | +10.1% |
| YTD | +51.6% | +59.8% | -8.2% | +43.5% |
| 1Y | +36.2% | +36.3% | 0.0% | +31.2% |
| 3Y | +1.7% | +88.6% | -86.9% | -3.9% |
| All | +1.7% | +89.6% | -87.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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