-16.2%
BA vs OXY
+1.6%
-17.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.1% | +4.2% | -5.3% | -1.4% |
| 30D | -7.1% | -4.3% | -2.8% | -6.8% |
| 3M | -25.5% | +2.3% | -27.8% | -25.7% |
| 6M | -28.7% | +5.5% | -34.3% | -29.3% |
| YTD | -21.0% | +44.9% | -65.9% | -29.5% |
| 1Y | -11.9% | +42.6% | -54.5% | -21.1% |
| 3Y | -16.2% | +0.7% | -16.9% | -20.3% |
| All | -16.2% | +1.6% | -17.8% | -20.3% |
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 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