+163.2%
OXY vs IT
-46.1%
+209.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.4% | -12.7% | +14.1% | +3.1% |
| 30D | +4.0% | -8.9% | +12.9% | +5.1% |
| 3M | +7.6% | +10.1% | -2.5% | +5.3% |
| 6M | +16.2% | +7.3% | +8.9% | +13.7% |
| YTD | +50.8% | -32.4% | +83.2% | +58.4% |
| 1Y | +34.7% | -26.6% | +61.3% | +38.5% |
| 3Y | -1.0% | -51.8% | +50.8% | +9.3% |
| 5Y | +163.2% | -45.6% | +208.8% | +176.0% |
| All | +163.2% | -46.1% | +209.3% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling