+40.1%
OXY vs SMR
+7.6%
+32.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | +0.6% | +13.1% | -12.4% | +0.2% |
| 30D | +4.5% | +17.8% | -13.2% | +3.8% |
| 3M | +8.9% | +8.1% | +0.8% | +8.2% |
| 6M | +12.5% | -11.1% | +23.6% | +11.9% |
| YTD | +50.5% | -23.7% | +74.2% | +50.3% |
| 1Y | +38.6% | -69.4% | +108.0% | +43.2% |
| 3Y | -1.2% | +82.6% | -83.8% | -20.1% |
| All | +40.1% | +7.6% | +32.6% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling