+829.3%
OXY vs URI
+8,158.7%
-7,329.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.5% |
| 7D | -0.2% | +2.6% | -2.7% | -1.0% |
| 30D | -6.4% | +9.1% | -15.4% | -8.7% |
| 3M | -2.6% | +1.0% | -3.6% | -3.4% |
| 6M | +4.8% | +23.3% | -18.6% | -2.1% |
| YTD | +41.2% | +43.3% | -2.2% | +24.5% |
| 1Y | +39.5% | +35.9% | +3.6% | +24.6% |
| 3Y | -0.8% | +158.6% | -159.5% | -26.9% |
| 5Y | +91.6% | +213.1% | -121.6% | +31.2% |
| 10Y | +15.7% | +1,213.1% | -1,197.3% | -41.8% |
| All | +829.3% | +8,158.7% | -7,329.4% | +150.6% |
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