+815.3%
OXY vs URI
+7,462.1%
-6,646.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -11.9% | -9.8% | -2.1% | -9.6% |
| 30D | -3.1% | +1.7% | -4.9% | -3.7% |
| 3M | +1.1% | -9.1% | +10.1% | +3.0% |
| 6M | +3.2% | +9.9% | -6.6% | -0.5% |
| YTD | +39.0% | +31.2% | +7.8% | +25.6% |
| 1Y | +42.7% | +25.9% | +16.8% | +30.1% |
| 3Y | -3.5% | +147.4% | -150.9% | -28.1% |
| 5Y | +81.3% | +179.7% | -98.4% | +28.0% |
| 10Y | +11.2% | +1,419.5% | -1,408.3% | -45.3% |
| All | +815.3% | +7,462.1% | -6,646.7% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling