+107.7%
COST vs OXY
+160.1%
-52.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 3M | -7.1% | +11.3% | -18.4% | -8.0% |
| 6M | -8.5% | +11.6% | -20.1% | -9.6% |
| YTD | +5.4% | +51.6% | -46.2% | +1.5% |
| 1Y | -5.6% | +36.2% | -41.8% | -8.4% |
| 3Y | +68.5% | +1.7% | +66.8% | +66.3% |
| All | +107.7% | +160.1% | -52.4% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling