+47.5%
OXY vs Q
+75.4%
-27.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.1% |
| 7D | +1.4% | +4.1% | -2.7% | +1.8% |
| 30D | +4.0% | -10.7% | +14.8% | +2.8% |
| 3M | +7.6% | -11.7% | +19.3% | +7.0% |
| 6M | +16.2% | +8.3% | +7.9% | +18.8% |
| YTD | +50.8% | +51.3% | -0.5% | +55.2% |
| All | +47.5% | +75.4% | -27.9% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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