+46.5%
OXY vs IRE
-98.1%
+144.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.4% | +15.0% | +0.4% |
| 7D | +4.2% | -31.8% | +36.0% | +3.6% |
| 30D | -4.3% | -71.8% | +67.4% | -5.9% |
| 3M | +2.3% | -88.9% | +91.2% | -0.9% |
| 6M | +5.5% | -95.4% | +100.9% | +2.3% |
| YTD | +44.9% | -94.2% | +139.1% | +41.3% |
| 1Y | +42.6% | -97.1% | +139.7% | +39.0% |
| All | +46.5% | -98.1% | +144.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling