+2.0%
OXY vs RF
+334.9%
-333.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.8% |
| 7D | -0.5% | +2.7% | -3.2% | -2.2% |
| 30D | +8.5% | -3.4% | +11.8% | +10.6% |
| 3M | +6.0% | +6.4% | -0.4% | +0.9% |
| 6M | +13.0% | +13.4% | -0.4% | +1.7% |
| YTD | +48.9% | +14.2% | +34.6% | +32.2% |
| 1Y | +36.4% | +15.7% | +20.7% | +19.4% |
| 3Y | -2.3% | +91.3% | -93.6% | -43.1% |
| 5Y | +160.6% | +89.8% | +70.9% | +39.5% |
| 10Y | +2.0% | +336.7% | -334.7% | -61.2% |
| All | +2.0% | +334.9% | -333.0% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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