+161.6%
OXY vs IR
+40.4%
+121.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +4.5% | -15.0% | +19.6% | +8.4% |
| 3M | +8.9% | -0.4% | +9.3% | +7.9% |
| 6M | +12.5% | -15.0% | +27.5% | +15.5% |
| YTD | +50.5% | -7.1% | +57.5% | +49.1% |
| 1Y | +38.6% | -7.5% | +46.1% | +37.1% |
| 3Y | -1.2% | +6.3% | -7.5% | -9.3% |
| 5Y | +161.6% | +37.3% | +124.3% | +115.8% |
| All | +161.6% | +40.4% | +121.3% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling