+54.2%
SOXX vs OXY
+15.9%
+38.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.1% |
| 7D | +1.4% | +2.8% | -1.4% | +2.7% |
| 30D | -3.6% | +5.5% | -9.0% | -1.1% |
| 3M | -10.2% | +11.3% | -21.5% | -4.4% |
| 6M | +54.2% | +11.6% | +42.6% | +70.0% |
| All | +54.2% | +15.9% | +38.3% | +70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling