+6.4%
OXY vs USFR
+28.1%
-21.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.5% |
| 30D | +5.5% | +0.4% | +5.1% | +4.5% |
| 3M | +11.3% | +1.0% | +10.3% | +8.5% |
| 6M | +11.6% | +2.0% | +9.6% | +6.4% |
| YTD | +51.6% | +2.8% | +48.8% | +41.9% |
| 1Y | +36.2% | +4.1% | +32.1% | +23.5% |
| 3Y | +1.7% | +14.1% | -12.4% | -26.8% |
| 5Y | +164.5% | +20.6% | +143.9% | +61.7% |
| All | +6.4% | +28.1% | -21.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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