+44.4%
XLE vs OXY
+41.2%
+3.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -0.2% | -0.2% | -0.1% | -0.1% |
| 30D | -4.0% | -6.4% | +2.4% | -0.5% |
| 3M | +4.6% | -2.6% | +7.3% | +6.2% |
| 6M | +12.3% | +4.8% | +7.5% | +9.7% |
| YTD | +44.5% | +41.2% | +3.4% | +22.0% |
| All | +44.4% | +41.2% | +3.3% | +23.4% |
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