+147.9%
OXY vs INDA
+5.7%
+142.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +2.8% | -2.7% | +5.5% | +3.4% |
| 30D | +5.5% | -2.8% | +8.2% | +6.0% |
| 3M | +11.3% | +1.6% | +9.7% | +10.6% |
| 6M | +11.6% | -1.4% | +13.0% | +11.4% |
| YTD | +51.6% | -10.1% | +61.7% | +56.9% |
| 1Y | +36.2% | -8.8% | +45.0% | +39.9% |
| 3Y | +1.7% | +7.6% | -5.9% | -6.0% |
| All | +147.9% | +5.7% | +142.2% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling