+41.9%
XLP vs OXY
-5.9%
+47.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -11.9% | +12.6% | +1.2% |
| 30D | +10.3% | -3.1% | +13.4% | +10.3% |
| 3M | +6.5% | +1.1% | +5.5% | +6.3% |
| 6M | +8.4% | +3.2% | +5.2% | +7.9% |
| YTD | +18.2% | +39.0% | -20.8% | +14.5% |
| 1Y | +22.4% | +42.7% | -20.3% | +18.3% |
| 3Y | +41.9% | -3.5% | +45.4% | +36.8% |
| All | +41.9% | -5.9% | +47.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling