+97.5%
OXY vs XRT
-4.8%
+102.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +4.2% | +1.7% | +2.5% | +3.6% |
| 30D | -4.3% | +7.5% | -11.8% | -6.8% |
| 3M | +2.3% | +2.2% | +0.1% | +1.1% |
| 6M | +5.5% | +14.7% | -9.1% | -0.3% |
| YTD | +44.9% | +7.5% | +37.4% | +39.3% |
| 1Y | +42.6% | +14.1% | +28.5% | +33.8% |
| 3Y | +0.7% | +58.8% | -58.0% | -17.9% |
| All | +97.5% | -4.8% | +102.3% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling