+1,024.7%
XLE vs OXY
+1,496.5%
-471.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.3% |
| 30D | +11.8% | +11.6% | +0.2% | +4.7% |
| 3M | +9.8% | +2.8% | +7.0% | +7.7% |
| 6M | +15.6% | +13.0% | +2.5% | +6.4% |
| YTD | +45.3% | +47.4% | -2.1% | +13.4% |
| 1Y | +48.3% | +31.5% | +16.8% | +23.2% |
| 3Y | +55.4% | -1.9% | +57.4% | +51.2% |
| 5Y | +216.1% | +148.0% | +68.1% | +64.9% |
| 10Y | +178.4% | +2.3% | +176.1% | +82.8% |
| All | +1,024.7% | +1,496.5% | -471.8% | +17.5% |
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