+2,550.6%
SOXX vs OXY
+822.2%
+1,728.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | +2.8% | -1.4% | +0.6% |
| 30D | -3.6% | +5.5% | -9.0% | -5.2% |
| 3M | -10.2% | +11.3% | -21.5% | -13.6% |
| 6M | +54.2% | +11.6% | +42.6% | +46.1% |
| YTD | +75.2% | +51.6% | +23.6% | +50.1% |
| 1Y | +107.5% | +36.2% | +71.3% | +82.8% |
| 3Y | +226.8% | +1.7% | +225.1% | +210.6% |
| 5Y | +251.2% | +164.5% | +86.8% | +133.7% |
| 10Y | +1,567.6% | +6.1% | +1,561.6% | +1,115.7% |
| All | +2,550.6% | +822.2% | +1,728.4% | +399.7% |
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 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