+11,570.3%
COST vs OXY
+1,390.4%
+10,179.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -4.4% | +3.6% | -8.0% | -4.9% |
| 3M | -8.1% | +7.1% | -15.2% | -9.1% |
| 6M | -9.2% | +15.7% | -24.9% | -11.4% |
| YTD | +5.1% | +50.1% | -45.0% | -1.3% |
| 1Y | -5.1% | +34.1% | -39.2% | -9.6% |
| 3Y | +70.4% | -1.5% | +71.8% | +67.2% |
| 5Y | +104.7% | +162.0% | -57.3% | +69.7% |
| 10Y | +608.8% | +5.1% | +603.8% | +508.0% |
| All | +11,570.3% | +1,390.4% | +10,179.9% | +5,216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling