-8.8%
BA vs OXY
+34.1%
-42.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.3% |
| 30D | -10.1% | +8.5% | -18.6% | -7.8% |
| 3M | -2.4% | +6.0% | -8.4% | +0.1% |
| 6M | -8.8% | +13.0% | -21.8% | -6.7% |
| YTD | -2.9% | +48.9% | -51.8% | -1.2% |
| 1Y | -8.8% | +36.4% | -45.2% | -6.6% |
| All | -8.8% | +34.1% | -42.9% | -6.6% |
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