-10.7%
OXY vs REPL
-17.3%
+6.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +0.6% |
| 7D | +1.4% | -13.4% | +14.8% | +1.9% |
| 30D | +4.0% | -3.0% | +7.0% | +4.0% |
| 3M | +7.6% | +56.3% | -48.7% | +3.6% |
| 6M | +16.2% | +60.9% | -44.7% | +7.3% |
| YTD | +50.8% | +36.2% | +14.6% | +40.1% |
| 1Y | +34.7% | +121.0% | -86.3% | +18.2% |
| 3Y | -1.0% | -32.8% | +31.8% | -16.7% |
| 5Y | +163.2% | -58.7% | +221.8% | +127.1% |
| All | -10.7% | -17.3% | +6.5% | -40.9% |
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