+113.9%
SOXX vs OXY
+32.4%
+81.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.3% |
| 7D | +2.2% | +1.6% | +0.6% | +2.6% |
| 30D | -2.0% | +11.6% | -13.6% | +0.5% |
| 3M | -13.7% | +2.8% | -16.5% | -12.2% |
| 6M | +52.4% | +13.0% | +39.3% | +54.1% |
| YTD | +72.8% | +47.4% | +25.4% | +72.9% |
| 1Y | +113.9% | +31.5% | +82.4% | +118.6% |
| All | +113.9% | +32.4% | +81.5% | +118.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling