-1.4%
OXY vs JD
+21.0%
-22.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | -5.8% | +5.2% | -11.0% | -6.3% |
| 30D | -5.3% | +4.5% | -9.8% | -5.8% |
| 3M | -2.5% | -15.4% | +12.9% | -0.8% |
| 6M | +8.3% | -6.0% | +14.3% | +8.7% |
| YTD | +40.3% | +2.2% | +38.2% | +39.0% |
| 1Y | +38.8% | -6.7% | +45.5% | +39.1% |
| 3Y | -1.4% | +20.5% | -22.0% | -4.1% |
| All | -1.4% | +21.0% | -22.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 3y: compounded portfolio wealth divided by compounded JD 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…
3y analysis · Full analysis span regression · 6 months rolling