-16.6%
BX vs OXY
+32.4%
-49.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.3% |
| 7D | -4.4% | +1.6% | -6.0% | -4.1% |
| 30D | +0.1% | +11.6% | -11.5% | +2.0% |
| 3M | +16.0% | +2.8% | +13.2% | +17.2% |
| 6M | +21.6% | +13.0% | +8.6% | +22.5% |
| YTD | -8.9% | +47.4% | -56.3% | -12.3% |
| 1Y | -16.6% | +31.5% | -48.1% | -17.8% |
| All | -16.6% | +32.4% | -49.0% | -17.8% |
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 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