+161.6%
OXY vs XRT
-2.4%
+164.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | +4.5% | -6.9% | +11.5% | +7.0% |
| 3M | +8.9% | -0.4% | +9.3% | +8.3% |
| 6M | +12.5% | +2.2% | +10.2% | +10.0% |
| YTD | +50.5% | -0.7% | +51.2% | +48.9% |
| 1Y | +38.6% | -2.0% | +40.6% | +37.6% |
| 3Y | -1.2% | +41.0% | -42.3% | -16.7% |
| 5Y | +161.6% | -3.3% | +164.9% | +170.4% |
| All | +161.6% | -2.4% | +164.0% | +170.4% |
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