-9.3%
T vs OXY
+36.5%
-45.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +4.3% | +4.0% | +0.3% | +3.9% |
| 3M | +11.6% | +7.6% | +4.0% | +10.1% |
| 6M | -5.6% | +16.2% | -21.8% | -6.5% |
| YTD | +6.6% | +50.8% | -44.3% | +4.7% |
| All | -9.3% | +36.5% | -45.8% | -11.6% |
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