+102.9%
XLP vs OXY
+2.2%
+100.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -1.3% | +8.5% | -9.8% | -2.0% |
| 3M | +1.8% | +6.0% | -4.2% | +1.3% |
| 6M | -0.8% | +13.0% | -13.8% | -2.1% |
| YTD | +9.5% | +48.9% | -39.4% | +5.6% |
| 1Y | +7.2% | +36.4% | -29.2% | +3.9% |
| 3Y | +27.1% | -2.3% | +29.4% | +25.8% |
| 5Y | +32.0% | +160.6% | -128.6% | +18.2% |
| 10Y | +102.9% | +2.0% | +100.9% | +84.7% |
| All | +102.9% | +2.2% | +100.7% | +84.7% |
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