+5.3%
OXY vs P
+694.3%
-689.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.9% |
| 7D | +0.6% | +5.0% | -4.4% | -0.5% |
| 30D | +4.5% | -0.9% | +5.5% | +4.1% |
| 3M | +8.9% | +38.7% | -29.8% | +0.1% |
| 6M | +12.5% | +54.4% | -41.9% | -0.6% |
| YTD | +50.5% | +44.8% | +5.6% | +33.5% |
| 1Y | +38.6% | +22.5% | +16.1% | +24.7% |
| 3Y | -1.2% | +148.2% | -149.5% | -32.8% |
| 5Y | +161.6% | +268.9% | -107.3% | +49.5% |
| 10Y | +5.3% | +696.9% | -691.6% | -51.0% |
| All | +5.3% | +694.3% | -689.0% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling