+39.2%
XLK vs OXY
+37.2%
+2.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | +0.2% | +2.8% | -2.6% | +0.6% |
| 30D | -0.6% | +5.5% | -6.1% | +0.2% |
| 3M | +2.6% | +11.3% | -8.8% | +4.6% |
| 6M | +34.0% | +11.6% | +22.4% | +35.5% |
| YTD | +30.7% | +51.6% | -20.9% | +32.6% |
| 1Y | +39.2% | +36.2% | +3.0% | +42.4% |
| All | +39.2% | +37.2% | +2.0% | +42.4% |
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