+21.5%
BX vs OXY
-1.7%
+23.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | -8.9% | +1.4% | -10.3% | -9.2% |
| 30D | -14.8% | +4.0% | -18.8% | -15.5% |
| 3M | +6.9% | +7.6% | -0.7% | +5.0% |
| 6M | +16.3% | +16.2% | +0.1% | +9.6% |
| YTD | -16.1% | +50.8% | -66.9% | -29.3% |
| 1Y | -26.8% | +34.7% | -61.5% | -35.5% |
| All | +21.5% | -1.7% | +23.2% | +9.9% |
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