-11.3%
OXY vs JD
+46.1%
-57.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -6.4% | +4.2% | -10.6% | -7.0% |
| 3M | -2.6% | -12.8% | +10.1% | -0.9% |
| 6M | +4.8% | -8.8% | +13.5% | +5.7% |
| YTD | +41.2% | +0.5% | +40.7% | +39.9% |
| 1Y | +39.5% | -8.8% | +48.3% | +40.2% |
| 3Y | -0.8% | +18.6% | -19.4% | -6.8% |
| 5Y | +91.6% | -62.2% | +153.8% | +104.7% |
| 10Y | +15.7% | +32.2% | -16.5% | -5.9% |
| All | -11.3% | +46.1% | -57.5% | -29.2% |
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