+0.7%
OXY vs XLC
+65.1%
-64.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +4.2% | +3.7% | +0.5% | +3.3% |
| 30D | -4.3% | -1.9% | -2.4% | -3.8% |
| 3M | +2.3% | -3.1% | +5.4% | +3.2% |
| 6M | +5.5% | -6.4% | +11.9% | +7.8% |
| YTD | +44.9% | -6.8% | +51.7% | +48.0% |
| 1Y | +42.6% | -1.7% | +44.3% | +41.2% |
| 3Y | +0.7% | +64.7% | -63.9% | -21.9% |
| All | +0.7% | +65.1% | -64.3% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling