-9.5%
OXY vs JD
+44.3%
-53.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | +3.6% | -4.0% | +7.6% | +4.2% |
| 30D | -5.3% | +2.7% | -7.9% | -5.7% |
| 3M | +0.2% | -13.0% | +13.2% | +2.0% |
| 6M | +4.7% | -12.7% | +17.4% | +6.4% |
| YTD | +44.0% | -0.8% | +44.8% | +43.0% |
| 1Y | +42.1% | -8.9% | +50.9% | +42.7% |
| 3Y | +1.2% | +17.0% | -15.9% | -4.8% |
| 5Y | +95.7% | -63.5% | +159.2% | +110.3% |
| 10Y | +18.1% | +30.5% | -12.4% | -3.8% |
| All | -9.5% | +44.3% | -53.8% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling