+9.3%
OXY vs USAR
+58.5%
-49.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.1% |
| 7D | +1.4% | -9.3% | +10.7% | +1.1% |
| 30D | +4.0% | -15.2% | +19.2% | +3.7% |
| 3M | +7.6% | -21.1% | +28.7% | +7.3% |
| 6M | +16.2% | -21.6% | +37.8% | +16.4% |
| YTD | +50.8% | +34.8% | +16.0% | +53.0% |
| 1Y | +34.7% | +15.6% | +19.1% | +37.3% |
| 3Y | -1.0% | +57.7% | -58.7% | +4.5% |
| All | +9.3% | +58.5% | -49.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling