+16.4%
OXY vs URA
-31.1%
+47.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +11.6% | +7.4% | +4.2% | +7.8% |
| 3M | +2.8% | -8.4% | +11.2% | +4.4% |
| 6M | +13.0% | -12.7% | +25.8% | +13.7% |
| YTD | +47.4% | +7.8% | +39.6% | +33.0% |
| 1Y | +31.5% | +19.5% | +12.0% | +9.2% |
| 3Y | -1.9% | +116.4% | -118.4% | -44.1% |
| 5Y | +148.0% | +134.3% | +13.7% | +27.3% |
| 10Y | +2.3% | +359.3% | -357.0% | -64.2% |
| All | +16.4% | -31.1% | +47.5% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling