+1,093.3%
XLI vs OXY
+1,530.0%
-436.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | -6.9% | +4.5% | -11.5% | -8.1% |
| 3M | -1.9% | +8.9% | -10.8% | -4.7% |
| 6M | +1.0% | +12.5% | -11.4% | -3.7% |
| YTD | +11.3% | +50.5% | -39.1% | -2.4% |
| 1Y | +15.8% | +38.6% | -22.8% | +3.3% |
| 3Y | +69.8% | -1.2% | +71.1% | +63.4% |
| 5Y | +80.9% | +161.6% | -80.7% | +24.2% |
| 10Y | +257.2% | +5.3% | +251.9% | +162.3% |
| All | +1,093.3% | +1,530.0% | -436.8% | +314.8% |
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