+1,251.3%
OXY vs RF
+1,423.8%
-172.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.9% | -0.9% | -11.0% | -11.7% |
| 30D | -3.1% | +6.0% | -9.2% | -4.9% |
| 3M | +1.1% | -8.9% | +10.0% | +3.8% |
| 6M | +3.2% | +2.3% | +0.9% | +1.9% |
| YTD | +39.0% | +7.6% | +31.5% | +34.3% |
| 1Y | +42.7% | +21.2% | +21.5% | +32.8% |
| 3Y | -3.5% | +108.5% | -112.1% | -24.6% |
| 5Y | +81.3% | +43.2% | +38.1% | +55.5% |
| 10Y | +11.2% | +288.1% | -276.9% | -22.2% |
| All | +1,251.3% | +1,423.8% | -172.5% | +594.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling