+308.5%
CSCO vs OXY
+19.5%
+289.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.3% |
| 7D | +1.9% | +4.2% | -2.3% | +1.2% |
| 30D | -15.8% | -4.3% | -11.5% | -15.3% |
| 3M | -15.4% | +2.3% | -17.7% | -15.8% |
| 6M | -5.4% | +5.5% | -10.9% | -6.6% |
| YTD | +26.5% | +44.9% | -18.4% | +18.1% |
| 1Y | +25.9% | +42.6% | -16.7% | +17.8% |
| 3Y | +97.5% | +0.7% | +96.8% | +93.1% |
| 5Y | +93.0% | +96.9% | -3.8% | +65.2% |
| All | +308.5% | +19.5% | +289.0% | +263.5% |
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