+82.9%
ASML vs OXY
+98.5%
-15.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.5% | -2.7% |
| 7D | +10.4% | +3.6% | +6.7% | +9.8% |
| 30D | -12.7% | -5.3% | -7.5% | -12.1% |
| 3M | -17.2% | +0.2% | -17.4% | -17.4% |
| 6M | -1.3% | +4.7% | -6.1% | -2.5% |
| YTD | +40.8% | +44.0% | -3.2% | +27.5% |
| 1Y | +45.2% | +42.1% | +3.2% | +31.6% |
| 3Y | +131.8% | +1.2% | +130.6% | +122.6% |
| All | +82.9% | +98.5% | -15.6% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling