-2.3%
OXY vs URI
+126.5%
-128.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -0.5% | +2.5% | -3.0% | -0.9% |
| 30D | +8.5% | -12.5% | +21.0% | +10.9% |
| 3M | +6.0% | -6.2% | +12.2% | +6.6% |
| 6M | +13.0% | +25.9% | -12.9% | +6.0% |
| YTD | +48.9% | +26.2% | +22.7% | +38.2% |
| 1Y | +36.4% | +5.5% | +30.9% | +32.8% |
| 3Y | -2.3% | +125.0% | -127.3% | -22.7% |
| All | -2.3% | +126.5% | -128.8% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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