-14.7%
OXY vs REPL
+37.4%
-52.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +3.6% | +9.8% | -6.2% | +3.2% |
| 30D | -5.3% | +81.5% | -86.8% | -7.7% |
| 3M | +0.2% | +44.2% | -44.0% | -1.6% |
| 6M | +4.7% | +437.4% | -432.7% | -6.0% |
| YTD | +44.0% | +126.1% | -82.1% | +30.7% |
| 1Y | +42.1% | +143.1% | -101.1% | +28.4% |
| 3Y | +1.2% | +97.8% | -96.7% | -22.7% |
| 5Y | +95.7% | -34.3% | +130.0% | +66.3% |
| All | -14.7% | +37.4% | -52.1% | -44.9% |
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