-16.9%
OXY vs REPL
+45.5%
-62.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.5% | +1.9% |
| 7D | -5.8% | +12.7% | -18.6% | -6.3% |
| 30D | -5.3% | +73.5% | -78.8% | -7.6% |
| 3M | -2.5% | +70.3% | -72.8% | -4.9% |
| 6M | +8.3% | +472.0% | -463.7% | -3.1% |
| YTD | +40.3% | +139.5% | -99.2% | +27.1% |
| 1Y | +38.8% | +167.3% | -128.4% | +24.9% |
| 3Y | -1.4% | +109.5% | -111.0% | -24.8% |
| 5Y | +92.2% | -29.9% | +122.1% | +62.9% |
| All | -16.9% | +45.5% | -62.4% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling