+14.8%
OXY vs QSR
+206.0%
-191.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | +4.5% | +5.7% | -1.2% | +1.7% |
| 3M | +8.9% | +6.9% | +2.0% | +4.9% |
| 6M | +12.5% | +6.9% | +5.6% | +7.7% |
| YTD | +50.5% | +14.9% | +35.6% | +38.9% |
| 1Y | +38.6% | +29.1% | +9.5% | +20.3% |
| 3Y | -1.2% | +26.1% | -27.4% | -15.9% |
| 5Y | +161.6% | +42.3% | +119.3% | +103.7% |
| 10Y | +5.3% | +134.0% | -128.7% | -34.2% |
| All | +14.8% | +206.0% | -191.2% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling