+392.9%
BAC vs OXY
+7.5%
+385.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | 0.0% | +2.8% | -2.8% | -0.8% |
| 30D | -2.8% | +5.5% | -8.2% | -4.4% |
| 3M | +14.2% | +11.3% | +2.9% | +10.0% |
| 6M | +30.5% | +11.6% | +18.9% | +24.3% |
| YTD | +15.8% | +51.6% | -35.8% | -0.5% |
| 1Y | +26.2% | +36.2% | -10.0% | +11.6% |
| 3Y | +136.5% | +1.7% | +134.8% | +125.6% |
| 5Y | +75.9% | +164.5% | -88.5% | +15.1% |
| All | +392.9% | +7.5% | +385.4% | +233.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling