+119.7%
OXY vs XRT
+539.9%
-420.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +4.2% | +1.7% | +2.5% | +2.9% |
| 30D | -4.3% | +7.5% | -11.8% | -9.6% |
| 3M | +2.3% | +2.2% | +0.1% | -0.5% |
| 6M | +5.5% | +14.7% | -9.1% | -6.0% |
| YTD | +44.9% | +7.5% | +37.4% | +33.0% |
| 1Y | +42.6% | +14.1% | +28.5% | +25.3% |
| 3Y | +0.7% | +58.8% | -58.0% | -31.8% |
| 5Y | +96.9% | -3.9% | +100.8% | +80.5% |
| 10Y | +18.8% | +137.7% | -118.9% | -45.6% |
| All | +119.7% | +539.9% | -420.2% | -57.0% |
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