+1,564.8%
QQQ vs OXY
+1,672.3%
-107.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -0.6% | +4.5% | -5.2% | -1.6% |
| 3M | +1.3% | +8.9% | -7.6% | -1.0% |
| 6M | +18.1% | +12.5% | +5.7% | +13.8% |
| YTD | +16.9% | +50.5% | -33.6% | +5.1% |
| 1Y | +24.0% | +38.6% | -14.6% | +13.2% |
| 3Y | +95.6% | -1.2% | +96.9% | +89.5% |
| 5Y | +94.5% | +161.6% | -67.1% | +44.6% |
| 10Y | +571.7% | +5.3% | +566.4% | +429.2% |
| All | +1,564.8% | +1,672.3% | -107.5% | +639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling