-22.1%
BA vs OXY
+78.7%
-100.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | -11.9% | +13.0% | +3.0% |
| 30D | -7.9% | -3.1% | -4.8% | -7.5% |
| 3M | -25.3% | +1.1% | -26.4% | -25.6% |
| 6M | -24.6% | +3.2% | -27.8% | -25.6% |
| YTD | -20.1% | +39.0% | -59.2% | -27.6% |
| 1Y | -11.8% | +42.7% | -54.4% | -20.7% |
| 3Y | -10.1% | -3.5% | -6.6% | -13.4% |
| All | -22.1% | +78.7% | -100.8% | -39.0% |
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