+128.8%
XLP vs OXY
+9.7%
+119.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.1% | -8.2% | +8.2% | +0.7% |
| 30D | +8.9% | -7.2% | +16.2% | +9.5% |
| 3M | +7.5% | +0.2% | +7.3% | +7.3% |
| 6M | +9.4% | +6.1% | +3.3% | +8.6% |
| YTD | +19.3% | +37.5% | -18.2% | +15.6% |
| 1Y | +21.7% | +37.7% | -15.9% | +17.9% |
| 3Y | +44.0% | -2.8% | +46.7% | +42.4% |
| 5Y | +42.8% | +77.6% | -34.9% | +32.3% |
| 10Y | +128.8% | +9.5% | +119.3% | +105.5% |
| All | +128.8% | +9.7% | +119.1% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling