-39.0%
U vs OXY
+445.8%
-484.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -3.8% | +1.6% | -5.4% | -4.1% |
| 30D | +17.5% | +11.6% | +5.9% | +15.5% |
| 3M | +38.7% | +2.8% | +35.9% | +37.7% |
| 6M | +104.4% | +13.0% | +91.4% | +98.5% |
| YTD | -5.7% | +47.4% | -53.1% | -13.2% |
| 1Y | +3.7% | +31.5% | -27.8% | -2.8% |
| 3Y | +12.3% | -1.9% | +14.3% | +9.3% |
| 5Y | -68.8% | +148.0% | -216.8% | -70.9% |
| All | -39.0% | +445.8% | -484.8% | -35.1% |
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 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