-4.7%
OXY vs INDA
+109.8%
-114.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.6% |
| 7D | +0.6% | -2.6% | +3.2% | +2.2% |
| 30D | +4.5% | -2.9% | +7.5% | +6.3% |
| 3M | +8.9% | +2.4% | +6.5% | +6.8% |
| 6M | +12.5% | -2.6% | +15.1% | +12.2% |
| YTD | +50.5% | -10.0% | +60.4% | +57.2% |
| 1Y | +38.6% | -7.7% | +46.3% | +42.3% |
| 3Y | -1.2% | +8.9% | -10.1% | -10.4% |
| 5Y | +161.6% | +6.0% | +155.7% | +139.9% |
| 10Y | +5.3% | +84.4% | -79.1% | -30.8% |
| All | -4.7% | +109.8% | -114.5% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling