+209.9%
BKNG vs OXY
+7.0%
+202.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.7% | +1.4% | -12.0% | -10.9% |
| 30D | -18.1% | +4.0% | -22.1% | -18.8% |
| 3M | +8.5% | +7.6% | +0.9% | +6.4% |
| 6M | -0.1% | +16.2% | -16.3% | -4.4% |
| YTD | -18.2% | +50.8% | -69.0% | -26.5% |
| 1Y | -19.9% | +34.7% | -54.6% | -26.4% |
| 3Y | +41.6% | -1.0% | +42.6% | +36.8% |
| 5Y | +93.1% | +163.2% | -70.1% | +42.5% |
| All | +209.9% | +7.0% | +202.9% | +133.1% |
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 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