+1.0%
OXY vs XLB
+32.2%
-31.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.6% |
| 7D | +0.6% | -2.9% | +3.6% | +2.3% |
| 30D | +4.5% | -3.4% | +7.9% | +6.4% |
| 3M | +8.9% | +1.6% | +7.3% | +7.1% |
| 6M | +12.5% | +3.6% | +8.8% | +7.8% |
| YTD | +50.5% | +14.2% | +36.2% | +32.9% |
| 1Y | +38.6% | +15.6% | +23.0% | +20.9% |
| All | +1.0% | +32.2% | -31.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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