+1,376.8%
BAC vs OXY
+1,363.1%
+13.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.3% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | -0.4% | +11.6% | -12.0% | -4.8% |
| 3M | +16.9% | +2.8% | +14.1% | +14.6% |
| 6M | +26.6% | +13.0% | +13.6% | +17.8% |
| YTD | +15.8% | +47.4% | -31.6% | -3.9% |
| 1Y | +27.2% | +31.5% | -4.3% | +9.7% |
| 3Y | +132.4% | -1.9% | +134.3% | +120.3% |
| 5Y | +72.6% | +148.0% | -75.4% | +1.7% |
| 10Y | +389.7% | +2.3% | +387.5% | +220.1% |
| All | +1,376.8% | +1,363.1% | +13.7% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling