+125.8%
OXY vs XRT
+501.1%
-375.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +8.5% | -5.6% | +14.1% | +12.4% |
| 3M | +6.0% | +2.5% | +3.5% | +3.0% |
| 6M | +13.0% | +3.7% | +9.3% | +7.5% |
| YTD | +48.9% | +1.0% | +47.9% | +44.0% |
| 1Y | +36.4% | -1.2% | +37.6% | +33.2% |
| 3Y | -2.3% | +43.4% | -45.7% | -28.5% |
| 5Y | +160.6% | -0.7% | +161.4% | +133.7% |
| 10Y | +2.0% | +123.7% | -121.7% | -51.0% |
| All | +125.8% | +501.1% | -375.3% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling