+18.1%
OXY vs INVH
+75.4%
-57.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -3.0% | +5.8% | +4.4% |
| 30D | +5.5% | -7.5% | +13.0% | +9.6% |
| 3M | +11.3% | -5.5% | +16.8% | +14.1% |
| 6M | +11.6% | +11.7% | -0.1% | +3.8% |
| YTD | +51.6% | +1.3% | +50.2% | +47.8% |
| 1Y | +36.2% | -6.1% | +42.3% | +38.2% |
| 3Y | +1.7% | -9.8% | +11.5% | +3.3% |
| 5Y | +164.5% | -19.7% | +184.2% | +180.0% |
| All | +18.1% | +75.4% | -57.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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