+6.4%
OXY vs SIRI
-10.2%
+16.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.8% | +0.6% | +2.3% | +2.7% |
| 30D | +5.5% | +2.5% | +3.0% | +4.7% |
| 3M | +11.3% | +6.6% | +4.7% | +8.8% |
| 6M | +11.6% | +32.9% | -21.3% | +2.2% |
| YTD | +51.6% | +50.5% | +1.1% | +33.6% |
| 1Y | +36.2% | +28.0% | +8.2% | +25.0% |
| 3Y | +1.7% | -22.4% | +24.1% | +0.3% |
| 5Y | +164.5% | -41.3% | +205.8% | +161.1% |
| All | +6.4% | -10.2% | +16.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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