-6.5%
OXY vs JD
+45.3%
-51.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +8.5% | -16.0% | +24.5% | +11.1% |
| 3M | +6.0% | -3.2% | +9.2% | +6.3% |
| 6M | +13.0% | +6.1% | +6.9% | +11.3% |
| YTD | +48.9% | -0.1% | +49.0% | +47.9% |
| 1Y | +36.4% | -12.7% | +49.1% | +38.0% |
| 3Y | -2.3% | -6.3% | +4.0% | -4.9% |
| 5Y | +160.6% | -61.3% | +222.0% | +177.0% |
| 10Y | +2.0% | +17.6% | -15.6% | -15.7% |
| All | -6.5% | +45.3% | -51.7% | -25.1% |
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 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