+133.9%
ASML vs OXY
+1.6%
+132.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +4.9% | +4.2% | +0.7% | +4.7% |
| 30D | -9.3% | -4.3% | -4.9% | -9.1% |
| 3M | -19.0% | +2.3% | -21.3% | -19.1% |
| 6M | -5.2% | +5.5% | -10.8% | -5.6% |
| YTD | +40.6% | +44.9% | -4.3% | +26.3% |
| 1Y | +47.5% | +42.6% | +4.9% | +32.9% |
| 3Y | +133.9% | +0.7% | +133.1% | +128.1% |
| All | +133.9% | +1.6% | +132.3% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling