+26.1%
OXY vs IR
+288.5%
-262.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.6% |
| 7D | +1.6% | -2.8% | +4.4% | +3.1% |
| 30D | +11.6% | -15.1% | +26.7% | +21.5% |
| 3M | +2.8% | +6.1% | -3.3% | -2.5% |
| 6M | +13.0% | -16.8% | +29.9% | +20.1% |
| YTD | +47.4% | -3.5% | +50.9% | +42.1% |
| 1Y | +31.5% | -3.5% | +35.0% | +25.6% |
| 3Y | -1.9% | +9.5% | -11.4% | -18.4% |
| 5Y | +148.0% | +45.1% | +102.9% | +60.8% |
| All | +26.1% | +288.5% | -262.5% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling