+1,488.3%
OXY vs O
+5,367.1%
-3,878.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +8.5% | -2.0% | +10.4% | +9.3% |
| 3M | +6.0% | +3.0% | +3.0% | +4.5% |
| 6M | +13.0% | -3.6% | +16.6% | +14.1% |
| YTD | +48.9% | +12.1% | +36.8% | +41.0% |
| 1Y | +36.4% | +8.9% | +27.5% | +30.8% |
| 3Y | -2.3% | +30.3% | -32.6% | -14.5% |
| 5Y | +160.6% | +13.7% | +146.9% | +139.8% |
| 10Y | +2.0% | +50.3% | -48.3% | -17.0% |
| All | +1,488.3% | +5,367.1% | -3,878.8% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling