+6.4%
OXY vs QSR
+135.2%
-128.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +2.8% | -4.0% | +6.8% | +4.9% |
| 30D | +5.5% | +2.8% | +2.7% | +3.8% |
| 3M | +11.3% | +5.1% | +6.2% | +7.8% |
| 6M | +11.6% | +8.8% | +2.8% | +5.4% |
| YTD | +51.6% | +14.8% | +36.7% | +38.9% |
| 1Y | +36.2% | +25.7% | +10.5% | +18.3% |
| 3Y | +1.7% | +27.5% | -25.8% | -15.6% |
| 5Y | +164.5% | +41.3% | +123.2% | +100.3% |
| All | +6.4% | +135.2% | -128.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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