+29.6%
OXY vs IR
+271.1%
-241.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.8% | -4.5% | +7.3% | +5.4% |
| 30D | +5.5% | -13.9% | +19.4% | +14.0% |
| 3M | +11.3% | -0.3% | +11.7% | +9.5% |
| 6M | +11.6% | -14.3% | +25.9% | +16.3% |
| YTD | +51.6% | -7.9% | +59.4% | +49.7% |
| 1Y | +36.2% | -9.9% | +46.1% | +35.2% |
| 3Y | +1.7% | +6.5% | -4.8% | -14.3% |
| 5Y | +164.5% | +34.0% | +130.4% | +80.4% |
| All | +29.6% | +271.1% | -241.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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