+5.1%
OXY vs USFR
+27.6%
-22.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +8.5% | +0.3% | +8.2% | +8.2% |
| 3M | +6.0% | +1.0% | +5.0% | +5.1% |
| 6M | +13.0% | +1.9% | +11.0% | +11.1% |
| YTD | +48.9% | +2.7% | +46.2% | +45.6% |
| 1Y | +36.4% | +4.0% | +32.4% | +31.9% |
| 3Y | -2.3% | +14.0% | -16.3% | -12.8% |
| 5Y | +160.6% | +20.4% | +140.2% | +121.0% |
| 10Y | +2.0% | +28.1% | -26.1% | -15.7% |
| All | +5.1% | +27.6% | -22.5% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling