-73.3%
U vs OXY
+99.7%
-173.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.1% |
| 7D | +2.6% | +4.2% | -1.6% | +1.6% |
| 30D | +27.6% | -4.3% | +31.9% | +28.4% |
| 3M | +15.3% | +2.3% | +13.0% | +14.1% |
| 6M | +96.4% | +5.5% | +90.9% | +91.7% |
| YTD | +19.6% | +44.9% | -25.3% | +4.4% |
| 1Y | +42.1% | +42.6% | -0.5% | +24.4% |
| 3Y | +87.5% | +0.7% | +86.8% | +78.4% |
| All | -73.3% | +99.7% | -173.0% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling