+606.1%
COST vs OXY
+7.5%
+598.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | +2.8% | -4.0% | -1.4% |
| 30D | -4.7% | +5.5% | -10.2% | -5.0% |
| 3M | -7.1% | +11.3% | -18.4% | -7.8% |
| 6M | -8.5% | +11.6% | -20.1% | -9.3% |
| YTD | +5.4% | +51.6% | -46.2% | +2.6% |
| 1Y | -5.6% | +36.2% | -41.8% | -7.6% |
| 3Y | +68.5% | +1.7% | +66.8% | +66.8% |
| 5Y | +105.2% | +164.5% | -59.2% | +92.0% |
| All | +606.1% | +7.5% | +598.6% | +631.5% |
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 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