+5.9%
OXY vs XRT
+125.1%
-119.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | +1.4% | -3.6% | +4.9% | +3.6% |
| 30D | +4.0% | -6.7% | +10.7% | +8.3% |
| 3M | +7.6% | -1.4% | +9.0% | +7.3% |
| 6M | +16.2% | +1.7% | +14.5% | +12.1% |
| YTD | +50.8% | -1.5% | +52.3% | +48.4% |
| 1Y | +34.7% | -2.5% | +37.2% | +32.7% |
| 3Y | -1.0% | +39.9% | -40.9% | -26.2% |
| 5Y | +163.2% | -2.6% | +165.8% | +144.4% |
| All | +5.9% | +125.1% | -119.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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