-0.9%
BA vs OXY
+150.6%
-151.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | +1.2% | +1.6% | -0.4% | +0.9% |
| 30D | -11.6% | +11.6% | -23.2% | -13.3% |
| 3M | -2.4% | +2.8% | -5.2% | -3.2% |
| 6M | -6.6% | +13.0% | -19.7% | -10.3% |
| YTD | -2.2% | +47.4% | -49.6% | -12.3% |
| 1Y | -8.0% | +31.5% | -39.5% | -15.5% |
| 3Y | -5.0% | -1.9% | -3.0% | -8.5% |
| All | -0.9% | +150.6% | -151.5% | -32.1% |
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