+215.2%
XLY vs OXY
+7.5%
+207.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | +2.8% | -4.5% | -2.1% |
| 30D | -4.2% | +5.5% | -9.6% | -5.0% |
| 3M | -2.7% | +11.3% | -14.0% | -4.5% |
| 6M | -0.6% | +11.6% | -12.2% | -3.2% |
| YTD | -5.0% | +51.6% | -56.6% | -12.2% |
| 1Y | -4.1% | +36.2% | -40.3% | -9.9% |
| 3Y | +33.6% | +1.7% | +31.9% | +29.9% |
| 5Y | +28.7% | +164.5% | -135.8% | +5.4% |
| All | +215.2% | +7.5% | +207.7% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling