+42.1%
OXY vs REPL
+142.3%
-100.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +3.6% | +9.8% | -6.2% | +3.6% |
| 30D | -5.3% | +81.5% | -86.8% | -5.5% |
| 3M | +0.2% | +44.2% | -44.0% | +0.1% |
| 6M | +4.7% | +437.4% | -432.7% | +4.2% |
| YTD | +44.0% | +126.1% | -82.1% | +43.4% |
| 1Y | +42.1% | +143.1% | -101.1% | +43.1% |
| All | +42.1% | +142.3% | -100.3% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling