+74.2%
XLF vs OXY
-1.2%
+75.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.5% | +2.8% | -4.3% | -1.8% |
| 30D | -1.2% | +5.5% | -6.6% | -1.8% |
| 3M | +9.2% | +11.3% | -2.1% | +7.7% |
| 6M | +16.3% | +11.6% | +4.7% | +13.9% |
| YTD | +5.4% | +51.6% | -46.1% | -3.2% |
| 1Y | +7.6% | +36.2% | -28.6% | +0.9% |
| 3Y | +74.2% | +1.7% | +72.5% | +68.3% |
| All | +74.2% | -1.2% | +75.4% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling