+16.6%
OXY vs RF
+219.4%
-202.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +3.6% | +0.4% | +3.3% | +3.3% |
| 30D | -5.3% | +5.6% | -10.8% | -8.8% |
| 3M | +0.2% | -8.9% | +9.1% | +5.9% |
| 6M | +4.7% | +7.1% | -2.3% | -1.6% |
| YTD | +44.0% | +8.3% | +35.7% | +31.8% |
| 1Y | +42.1% | +16.8% | +25.2% | +23.1% |
| 3Y | +1.2% | +115.0% | -113.8% | -46.1% |
| 5Y | +95.7% | +46.4% | +49.3% | +26.6% |
| All | +16.6% | +219.4% | -202.8% | -49.7% |
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