+226.8%
SOXX vs OXY
-1.2%
+227.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.4% | +2.8% | -1.4% | +0.9% |
| 30D | -3.6% | +5.5% | -9.0% | -4.5% |
| 3M | -10.2% | +11.3% | -21.5% | -11.9% |
| 6M | +54.2% | +11.6% | +42.6% | +48.1% |
| YTD | +75.2% | +51.6% | +23.6% | +49.6% |
| 1Y | +107.5% | +36.2% | +71.3% | +84.0% |
| 3Y | +226.8% | +1.7% | +225.1% | +195.3% |
| All | +226.8% | -1.2% | +227.9% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling