+136.4%
BAC vs OXY
-1.9%
+138.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -1.4% | +4.5% | -5.9% | -2.2% |
| 3M | +15.7% | +8.9% | +6.8% | +13.8% |
| 6M | +32.2% | +12.5% | +19.7% | +27.4% |
| YTD | +15.8% | +50.5% | -34.7% | +1.7% |
| 1Y | +27.3% | +38.6% | -11.3% | +14.3% |
| All | +136.4% | -1.9% | +138.3% | +133.8% |
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 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