+14.4%
OXY vs P
+485.4%
-470.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +1.6% | +6.5% | -5.0% | +0.3% |
| 30D | +11.6% | +18.8% | -7.3% | +7.2% |
| 3M | +2.8% | +26.7% | -23.9% | -3.3% |
| 6M | +13.0% | +62.2% | -49.1% | -0.3% |
| YTD | +47.4% | +48.5% | -1.1% | +31.1% |
| 1Y | +31.5% | +26.4% | +5.1% | +18.4% |
| 3Y | -1.9% | +159.4% | -161.4% | -31.8% |
| 5Y | +148.0% | +275.8% | -127.8% | +49.1% |
| 10Y | +2.3% | +732.0% | -729.8% | -49.7% |
| All | +14.4% | +485.4% | -470.9% | -42.6% |
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