+45.9%
OXY vs O
+8.1%
+37.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -5.3% |
| 7D | -8.8% | +5.8% | -14.6% | -9.3% |
| 30D | -1.7% | +10.7% | -12.3% | -2.9% |
| 3M | +4.5% | -4.5% | +9.1% | +5.3% |
| 6M | -4.0% | -4.1% | +0.1% | -2.8% |
| YTD | +41.4% | +9.8% | +31.6% | +26.4% |
| 1Y | +45.9% | +11.3% | +34.6% | +30.2% |
| All | +45.9% | +8.1% | +37.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling