+4.8%
OXY vs IR
+12.4%
-7.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.3% |
| 7D | -0.2% | +1.1% | -1.2% | +0.2% |
| 30D | -6.4% | +7.6% | -13.9% | -3.7% |
| 3M | -2.6% | +0.1% | -2.7% | -3.6% |
| 6M | +4.8% | +14.0% | -9.2% | +12.4% |
| All | +4.8% | +12.4% | -7.6% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling