+16.6%
OXY vs URA
+272.2%
-255.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +3.4% |
| 7D | +3.6% | +4.5% | -0.8% | +1.7% |
| 30D | -5.3% | -13.4% | +8.2% | -0.7% |
| 3M | +0.2% | -28.4% | +28.6% | +11.6% |
| 6M | +4.7% | -40.5% | +45.2% | +23.2% |
| YTD | +44.0% | -24.3% | +68.3% | +46.3% |
| 1Y | +42.1% | -28.8% | +70.9% | +47.1% |
| 3Y | +1.2% | +37.6% | -36.4% | -33.5% |
| 5Y | +95.7% | +30.7% | +65.0% | +25.5% |
| All | +16.6% | +272.2% | -255.6% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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