+102.9%
T vs OXY
-1.9%
+104.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.8% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +4.6% | +4.5% | +0.1% | +4.3% |
| 3M | +12.2% | +8.9% | +3.3% | +11.4% |
| 6M | -6.5% | +12.5% | -18.9% | -7.2% |
| YTD | +4.9% | +50.5% | -45.6% | +2.8% |
| 1Y | -10.5% | +38.6% | -49.1% | -12.0% |
| All | +102.9% | -1.9% | +104.8% | +104.1% |
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