-20.2%
BKNG vs OXY
+36.5%
-56.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.6% |
| 7D | -10.7% | +1.4% | -12.0% | -10.2% |
| 30D | -18.1% | +4.0% | -22.1% | -17.0% |
| 3M | +8.5% | +7.6% | +0.9% | +11.9% |
| 6M | -0.1% | +16.2% | -16.3% | +5.1% |
| YTD | -18.2% | +50.8% | -69.0% | -11.3% |
| All | -20.2% | +36.5% | -56.7% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling