+17.2%
XLI vs OXY
+32.4%
-15.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | -1.1% | +1.6% | -2.6% | -0.9% |
| 30D | -5.9% | +11.6% | -17.5% | -4.9% |
| 3M | -0.3% | +2.8% | -3.1% | +0.5% |
| 6M | +0.1% | +13.0% | -12.9% | -0.5% |
| YTD | +13.6% | +47.4% | -33.8% | +9.7% |
| 1Y | +17.2% | +31.5% | -14.3% | +14.1% |
| All | +17.2% | +32.4% | -15.2% | +14.1% |
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 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