+44.0%
XLP vs OXY
+99.7%
-55.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +2.5% | +4.2% | -1.7% | +2.3% |
| 30D | +7.3% | -4.3% | +11.6% | +7.5% |
| 3M | +8.1% | +2.3% | +5.8% | +7.8% |
| 6M | +10.5% | +5.5% | +4.9% | +9.9% |
| YTD | +21.2% | +44.9% | -23.7% | +17.7% |
| 1Y | +22.7% | +42.6% | -19.9% | +19.3% |
| 3Y | +44.8% | +0.7% | +44.1% | +42.7% |
| All | +44.0% | +99.7% | -55.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling