+125.8%
OXY vs XME
+246.2%
-120.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | -0.5% | +3.6% | -4.1% | -2.9% |
| 30D | +8.5% | +3.6% | +4.8% | +5.4% |
| 3M | +6.0% | +1.2% | +4.8% | +2.8% |
| 6M | +13.0% | +9.0% | +3.9% | +0.9% |
| YTD | +48.9% | +15.9% | +33.0% | +25.8% |
| 1Y | +36.4% | +43.2% | -6.8% | -2.7% |
| 3Y | -2.3% | +137.4% | -139.7% | -53.0% |
| 5Y | +160.6% | +185.0% | -24.4% | +7.1% |
| 10Y | +2.0% | +409.5% | -407.5% | -70.3% |
| All | +125.8% | +246.2% | -120.4% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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