+9.7%
AMZN vs OXY
+32.4%
-22.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.3% |
| 7D | -3.0% | +1.6% | -4.6% | -2.7% |
| 30D | -5.2% | +11.6% | -16.8% | -3.7% |
| 3M | +1.9% | +2.8% | -0.9% | +2.4% |
| 6M | +19.2% | +13.0% | +6.2% | +19.8% |
| YTD | +12.0% | +47.4% | -35.4% | +11.7% |
| 1Y | +9.7% | +31.5% | -21.8% | +9.7% |
| All | +9.7% | +32.4% | -22.7% | +9.7% |
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