+558.6%
QQQ vs OXY
+7.5%
+551.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | +2.8% | -3.4% | -0.9% |
| 30D | -1.2% | +5.5% | -6.7% | -1.9% |
| 3M | -0.2% | +11.3% | -11.5% | -1.8% |
| 6M | +17.9% | +11.6% | +6.3% | +15.4% |
| YTD | +16.6% | +51.6% | -34.9% | +9.0% |
| 1Y | +23.0% | +36.2% | -13.2% | +16.4% |
| 3Y | +92.9% | +1.7% | +91.2% | +88.2% |
| 5Y | +95.6% | +164.5% | -68.9% | +64.7% |
| All | +558.6% | +7.5% | +551.1% | +524.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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