-9.7%
OXY vs XLC
+145.0%
-154.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.4% |
| 30D | +5.5% | +2.1% | +3.3% | +3.6% |
| 3M | +11.3% | +0.7% | +10.6% | +9.7% |
| 6M | +11.6% | -3.2% | +14.8% | +12.4% |
| YTD | +51.6% | -3.8% | +55.4% | +53.1% |
| 1Y | +36.2% | -2.0% | +38.2% | +35.3% |
| 3Y | +1.7% | +71.4% | -69.6% | -37.7% |
| 5Y | +164.5% | +40.7% | +123.8% | +95.9% |
| All | -9.7% | +145.0% | -154.7% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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