+1.2%
OXY vs SMR
+71.3%
-70.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | +1.4% | +4.7% | -3.3% | +1.3% |
| 30D | +4.0% | +3.2% | +0.8% | +3.9% |
| 3M | +7.6% | +9.9% | -2.3% | +7.2% |
| 6M | +16.2% | -15.1% | +31.3% | +16.0% |
| YTD | +50.8% | -27.9% | +78.8% | +51.0% |
| 1Y | +34.7% | -70.2% | +104.9% | +37.5% |
| All | +1.2% | +71.3% | -70.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling