-1.6%
XLY vs OXY
+43.4%
-45.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -4.2% |
| 7D | +1.2% | -10.6% | +11.8% | -1.0% |
| 30D | +5.3% | -3.4% | +8.7% | +4.5% |
| 3M | -0.6% | +5.2% | -5.8% | +0.7% |
| 6M | +0.1% | -4.1% | +4.2% | +0.1% |
| YTD | -0.9% | +39.0% | -39.9% | -0.3% |
| 1Y | -1.6% | +44.6% | -46.2% | -0.4% |
| All | -1.6% | +43.4% | -45.0% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling