+11.9%
COST vs OXY
+45.4%
-33.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.8% | +2.8% |
| 7D | +6.6% | -8.8% | +15.4% | +6.9% |
| 30D | +13.5% | -1.7% | +15.2% | +13.3% |
| 3M | +10.6% | +4.5% | +6.0% | +9.8% |
| 6M | +3.6% | -4.0% | +7.6% | +3.2% |
| YTD | +22.1% | +41.4% | -19.3% | +19.5% |
| 1Y | +11.9% | +45.9% | -34.0% | +9.6% |
| All | +11.9% | +45.4% | -33.5% | +9.6% |
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 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