+9.6%
OXY vs P
+526.5%
-516.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.2% |
| 7D | -0.2% | -4.7% | +4.6% | +0.4% |
| 30D | -6.4% | -31.4% | +25.1% | -0.3% |
| 3M | -2.6% | -2.6% | 0.0% | -3.9% |
| 6M | +4.8% | +21.9% | -17.2% | -2.8% |
| YTD | +41.2% | +58.9% | -17.8% | +22.2% |
| 1Y | +39.5% | +21.7% | +17.8% | +25.7% |
| 3Y | -0.8% | +193.3% | -194.1% | -33.7% |
| 5Y | +91.6% | +275.1% | -183.6% | +14.4% |
| 10Y | +15.7% | +655.3% | -639.6% | -43.8% |
| All | +9.6% | +526.5% | -516.9% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling