+40.6%
OXY vs IRE
-97.2%
+137.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +39.6% | -39.5% | +0.6% |
| 7D | -11.9% | -27.2% | +15.3% | -12.1% |
| 30D | -3.1% | -75.1% | +72.0% | -5.1% |
| 3M | +1.1% | -77.9% | +78.9% | -0.9% |
| 6M | +3.2% | -94.6% | +97.8% | +0.3% |
| YTD | +39.0% | -91.5% | +130.6% | +36.3% |
| 1Y | +42.7% | -97.8% | +140.5% | +38.0% |
| All | +40.6% | -97.2% | +137.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling