-2.3%
OXY vs P
+159.9%
-162.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -0.5% | +7.8% | -8.3% | -0.9% |
| 30D | +8.5% | +12.3% | -3.8% | +7.5% |
| 3M | +6.0% | +37.1% | -31.1% | +3.6% |
| 6M | +13.0% | +66.1% | -53.1% | +8.4% |
| YTD | +48.9% | +50.9% | -2.1% | +43.4% |
| 1Y | +36.4% | +27.2% | +9.2% | +31.9% |
| 3Y | -2.3% | +158.7% | -161.0% | -13.8% |
| All | -2.3% | +159.9% | -162.2% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling