+412.9%
XLF vs OXY
+1,530.0%
-1,117.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -1.0% | +0.6% | -1.7% | -1.3% |
| 30D | -1.3% | +4.5% | -5.8% | -2.8% |
| 3M | +9.1% | +8.9% | +0.2% | +5.4% |
| 6M | +14.4% | +12.5% | +1.9% | +8.1% |
| YTD | +5.1% | +50.5% | -45.4% | -10.4% |
| 1Y | +8.6% | +38.6% | -30.0% | -5.3% |
| 3Y | +74.4% | -1.2% | +75.7% | +66.1% |
| 5Y | +64.4% | +161.6% | -97.3% | +3.1% |
| 10Y | +251.6% | +5.3% | +246.3% | +140.6% |
| All | +412.9% | +1,530.0% | -1,117.1% | +81.1% |
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