+1.0%
OXY vs IR
+5.7%
-4.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +4.5% | -15.0% | +19.6% | +7.1% |
| 3M | +8.9% | -0.4% | +9.3% | +7.9% |
| 6M | +12.5% | -15.0% | +27.5% | +15.2% |
| YTD | +50.5% | -7.1% | +57.5% | +48.6% |
| 1Y | +38.6% | -7.5% | +46.1% | +36.6% |
| All | +1.0% | +5.7% | -4.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling