+45.9%
OXY vs IT
-17.9%
+63.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.2% |
| 7D | -8.8% | -5.5% | -3.3% | -8.7% |
| 30D | -1.7% | +10.3% | -12.0% | -2.2% |
| 3M | +4.5% | +11.5% | -7.0% | +4.0% |
| 6M | -4.0% | +40.3% | -44.3% | -5.1% |
| YTD | +41.4% | -17.9% | +59.2% | +36.7% |
| 1Y | +45.9% | -8.8% | +54.7% | +41.0% |
| All | +45.9% | -17.9% | +63.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling