+631.5%
XLU vs OXY
+1,541.8%
-910.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.1% |
| 30D | -3.3% | +5.5% | -8.8% | -4.2% |
| 3M | -3.2% | +11.3% | -14.5% | -5.1% |
| 6M | -7.0% | +11.6% | -18.6% | -9.3% |
| YTD | +0.6% | +51.6% | -50.9% | -7.3% |
| 1Y | +2.4% | +36.2% | -33.8% | -4.1% |
| 3Y | +46.3% | +1.7% | +44.5% | +42.2% |
| 5Y | +44.0% | +164.5% | -120.5% | +12.8% |
| 10Y | +140.1% | +6.1% | +134.0% | +93.3% |
| All | +631.5% | +1,541.8% | -910.3% | +190.5% |
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