+161.6%
OXY vs JD
-60.9%
+222.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.3% |
| 7D | +0.6% | -3.0% | +3.6% | +0.9% |
| 30D | +4.5% | -19.3% | +23.8% | +6.6% |
| 3M | +8.9% | -6.0% | +14.9% | +9.4% |
| 6M | +12.5% | +1.8% | +10.7% | +11.8% |
| YTD | +50.5% | -2.6% | +53.0% | +50.1% |
| 1Y | +38.6% | -17.4% | +56.0% | +40.5% |
| 3Y | -1.2% | -8.6% | +7.4% | -2.1% |
| 5Y | +161.6% | -61.6% | +223.2% | +179.1% |
| All | +161.6% | -60.9% | +222.5% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling