-35.7%
U vs OXY
+461.3%
-496.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +5.5% | +2.8% | +2.7% | +5.1% |
| 30D | -1.3% | +5.5% | -6.7% | -2.1% |
| 3M | +64.6% | +11.3% | +53.3% | +61.4% |
| 6M | +119.4% | +11.6% | +107.8% | +113.7% |
| YTD | -0.5% | +51.6% | -52.0% | -8.8% |
| 1Y | +1.3% | +36.2% | -34.9% | -5.5% |
| 3Y | +15.6% | +1.7% | +13.9% | +11.9% |
| 5Y | -67.5% | +164.5% | -231.9% | -69.8% |
| All | -35.7% | +461.3% | -496.9% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling