+158.2%
OXY vs PL
+84.9%
+73.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | +1.6% | -9.3% | +10.9% | +2.1% |
| 30D | +11.6% | -18.9% | +30.5% | +12.7% |
| 3M | +2.8% | -58.4% | +61.2% | +7.3% |
| 6M | +13.0% | -30.3% | +43.4% | +13.1% |
| YTD | +47.4% | -8.1% | +55.5% | +44.3% |
| 1Y | +31.5% | +180.5% | -149.0% | +17.3% |
| 3Y | -1.9% | +444.1% | -446.1% | -21.6% |
| 5Y | +148.0% | +83.0% | +64.9% | +105.1% |
| All | +158.2% | +84.9% | +73.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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