+163.2%
OXY vs XLB
+32.8%
+130.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +1.1% |
| 7D | +1.4% | -3.5% | +4.9% | +3.9% |
| 30D | +4.0% | -4.7% | +8.7% | +7.4% |
| 3M | +7.6% | +2.7% | +4.9% | +4.5% |
| 6M | +16.2% | +2.6% | +13.6% | +11.4% |
| YTD | +50.8% | +12.8% | +38.0% | +33.5% |
| 1Y | +34.7% | +14.0% | +20.7% | +17.9% |
| 3Y | -1.0% | +31.5% | -32.5% | -23.7% |
| 5Y | +163.2% | +33.4% | +129.8% | +101.9% |
| All | +163.2% | +32.8% | +130.4% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling