+552.8%
XLP vs OXY
+1,406.1%
-853.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -11.9% | +12.6% | +2.3% |
| 30D | +10.3% | -3.1% | +13.4% | +10.6% |
| 3M | +6.5% | +1.1% | +5.5% | +6.2% |
| 6M | +8.4% | +3.2% | +5.2% | +7.5% |
| YTD | +18.2% | +39.0% | -20.8% | +12.4% |
| 1Y | +22.4% | +42.7% | -20.3% | +15.9% |
| 3Y | +41.9% | -3.5% | +45.4% | +39.7% |
| 5Y | +40.9% | +81.3% | -40.5% | +24.1% |
| 10Y | +128.4% | +11.2% | +117.2% | +92.8% |
| All | +552.8% | +1,406.1% | -853.3% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling