+139.5%
XLP vs OXY
+19.5%
+120.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +2.5% | +4.2% | -1.7% | +2.2% |
| 30D | +7.3% | -4.3% | +11.6% | +7.6% |
| 3M | +8.1% | +2.3% | +5.8% | +7.8% |
| 6M | +10.5% | +5.5% | +4.9% | +9.7% |
| YTD | +21.2% | +44.9% | -23.7% | +17.0% |
| 1Y | +22.7% | +42.6% | -19.9% | +18.6% |
| 3Y | +44.8% | +0.7% | +44.1% | +42.8% |
| 5Y | +44.7% | +96.9% | -52.1% | +33.0% |
| All | +139.5% | +19.5% | +120.0% | +115.2% |
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