+41.2%
OXY vs SMR
-14.3%
+55.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.7% | +16.2% | +1.0% |
| 7D | +2.8% | -11.2% | +14.1% | +3.2% |
| 30D | +5.5% | -10.2% | +15.7% | +5.7% |
| 3M | +11.3% | -10.0% | +21.3% | +11.2% |
| 6M | +11.6% | -30.5% | +42.1% | +11.9% |
| YTD | +51.6% | -39.2% | +90.8% | +52.5% |
| 1Y | +36.2% | -75.5% | +111.7% | +41.8% |
| 3Y | +1.7% | +45.4% | -43.7% | -17.1% |
| All | +41.2% | -14.3% | +55.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling