-14.2%
OXY vs REPL
+36.8%
-51.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | -4.3% | +92.2% | -96.5% | -7.0% |
| 3M | +2.3% | +44.1% | -41.8% | +0.5% |
| 6M | +5.5% | +313.0% | -307.5% | -3.9% |
| YTD | +44.9% | +125.2% | -80.3% | +31.5% |
| 1Y | +42.6% | +143.8% | -101.2% | +28.8% |
| 3Y | +0.7% | +104.2% | -103.5% | -23.4% |
| 5Y | +96.9% | -34.5% | +131.4% | +67.4% |
| All | -14.2% | +36.8% | -51.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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