+6.4%
OXY vs INDA
+84.7%
-78.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | +2.8% | -2.7% | +5.5% | +4.7% |
| 30D | +5.5% | -2.8% | +8.2% | +7.4% |
| 3M | +11.3% | +1.6% | +9.7% | +9.4% |
| 6M | +11.6% | -1.4% | +13.0% | +10.3% |
| YTD | +51.6% | -10.1% | +61.7% | +59.9% |
| 1Y | +36.2% | -8.8% | +45.0% | +41.7% |
| 3Y | +1.7% | +7.6% | -5.9% | -9.4% |
| 5Y | +164.5% | +5.8% | +158.7% | +136.3% |
| All | +6.4% | +84.7% | -78.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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