-2.3%
OXY vs REPL
-24.7%
+22.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.0% |
| 7D | -0.5% | -5.7% | +5.3% | -0.5% |
| 30D | +8.5% | +22.5% | -14.0% | +8.3% |
| 3M | +6.0% | +64.7% | -58.7% | +5.3% |
| 6M | +13.0% | +83.0% | -70.1% | +12.2% |
| YTD | +48.9% | +52.0% | -3.1% | +47.8% |
| 1Y | +36.4% | +144.5% | -108.1% | +34.6% |
| 3Y | -2.3% | -25.1% | +22.8% | +1.9% |
| All | -2.3% | -24.7% | +22.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling