-1.8%
OXY vs IR
+25.2%
-27.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.2% | +1.1% | -1.2% | -0.3% |
| 30D | -6.4% | +7.6% | -13.9% | -7.3% |
| 3M | -2.6% | +0.1% | -2.7% | -2.7% |
| 6M | +4.8% | +14.0% | -9.2% | +1.8% |
| YTD | +41.2% | +7.5% | +33.7% | +36.4% |
| 1Y | +39.5% | +10.1% | +29.4% | +33.3% |
| All | -1.8% | +25.2% | -27.0% | -6.6% |
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