+0.7%
OXY vs USAR
-20.4%
+21.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +4.2% | -0.8% | +5.0% | +4.2% |
| 30D | -4.3% | -20.9% | +16.6% | -4.8% |
| 3M | +2.3% | -56.2% | +58.4% | +0.3% |
| 6M | +5.5% | -67.9% | +73.4% | +3.2% |
| YTD | +44.9% | -31.4% | +76.3% | +44.6% |
| 1Y | +42.6% | -45.1% | +87.6% | +41.9% |
| 3Y | +0.7% | -20.3% | +21.1% | -3.9% |
| All | +0.7% | -20.4% | +21.1% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling