+508.9%
XLP vs OXY
+1,496.5%
-987.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | +1.6% | -2.6% | -1.2% |
| 30D | -0.9% | +11.6% | -12.5% | -2.3% |
| 3M | +3.8% | +2.8% | +1.0% | +3.2% |
| 6M | -1.7% | +13.0% | -14.8% | -3.8% |
| YTD | +10.3% | +47.4% | -37.1% | +4.2% |
| 1Y | +7.8% | +31.5% | -23.7% | +3.2% |
| 3Y | +27.2% | -1.9% | +29.1% | +25.1% |
| 5Y | +32.5% | +148.0% | -115.4% | +11.7% |
| 10Y | +101.8% | +2.3% | +99.5% | +73.7% |
| All | +508.9% | +1,496.5% | -987.6% | +230.4% |
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