+160.6%
OXY vs URI
+206.8%
-46.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -0.5% | +2.5% | -3.0% | -1.1% |
| 30D | +8.5% | -12.5% | +21.0% | +12.1% |
| 3M | +6.0% | -6.2% | +12.2% | +6.9% |
| 6M | +13.0% | +25.9% | -12.9% | +3.4% |
| YTD | +48.9% | +26.2% | +22.7% | +34.7% |
| 1Y | +36.4% | +5.5% | +30.9% | +30.5% |
| 3Y | -2.3% | +125.0% | -127.3% | -31.4% |
| 5Y | +160.6% | +210.4% | -49.8% | +53.7% |
| All | +160.6% | +206.8% | -46.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling