+1,445.8%
OXY vs SIRI
-17.7%
+1,463.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +0.9% | -3.0% | +3.9% | +1.1% |
| 30D | +3.6% | +1.3% | +2.3% | +3.5% |
| 3M | +7.1% | +5.6% | +1.5% | +6.7% |
| 6M | +15.7% | +35.1% | -19.5% | +13.5% |
| YTD | +50.1% | +49.0% | +1.1% | +46.3% |
| 1Y | +34.1% | +26.8% | +7.3% | +31.8% |
| 3Y | -1.5% | -23.7% | +22.2% | -1.5% |
| 5Y | +162.0% | -41.8% | +203.8% | +163.4% |
| 10Y | +5.1% | -11.3% | +16.3% | +4.2% |
| All | +1,445.8% | -17.7% | +1,463.5% | +1,224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling