+1,332.5%
OXY vs RF
+1,537.4%
-204.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +11.6% | -3.6% | +15.2% | +12.7% |
| 3M | +2.8% | +8.1% | -5.3% | +0.1% |
| 6M | +13.0% | +11.5% | +1.6% | +8.4% |
| YTD | +47.4% | +15.6% | +31.8% | +39.4% |
| 1Y | +31.5% | +15.7% | +15.8% | +24.1% |
| 3Y | -1.9% | +86.9% | -88.8% | -21.0% |
| 5Y | +148.0% | +89.8% | +58.1% | +96.2% |
| 10Y | +2.3% | +344.7% | -342.4% | -30.9% |
| All | +1,332.5% | +1,537.4% | -204.9% | +621.3% |
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