+225.7%
XLE vs OXY
+150.1%
+75.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | +12.6% | +8.5% | +4.2% | +7.7% |
| 3M | +11.8% | +6.0% | +5.8% | +8.1% |
| 6M | +16.1% | +13.0% | +3.1% | +7.7% |
| YTD | +46.9% | +48.9% | -2.0% | +16.4% |
| 1Y | +53.3% | +36.4% | +16.8% | +26.8% |
| 3Y | +54.9% | -2.3% | +57.2% | +51.6% |
| 5Y | +225.7% | +160.6% | +65.1% | +93.0% |
| All | +225.7% | +150.1% | +75.6% | +93.0% |
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