+13.7%
OXY vs RF
+248.4%
-234.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.6% |
| 7D | -5.8% | +0.3% | -6.2% | -6.2% |
| 30D | -5.3% | +6.2% | -11.5% | -9.2% |
| 3M | -2.5% | -7.8% | +5.3% | +2.3% |
| 6M | +8.3% | +5.9% | +2.4% | +2.4% |
| YTD | +40.3% | +9.0% | +31.3% | +27.9% |
| 1Y | +38.8% | +19.3% | +19.6% | +18.7% |
| 3Y | -1.4% | +116.4% | -117.9% | -47.6% |
| 5Y | +92.2% | +46.0% | +46.2% | +25.0% |
| 10Y | +13.7% | +239.8% | -226.1% | -51.7% |
| All | +13.7% | +248.4% | -234.7% | -51.7% |
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