+1,145.9%
DELL vs OXY
+160.1%
+985.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.9% |
| 7D | +8.2% | +2.8% | +5.4% | +7.5% |
| 30D | +17.1% | +5.5% | +11.6% | +15.4% |
| 3M | +45.2% | +11.3% | +33.9% | +40.6% |
| 6M | +286.8% | +11.6% | +275.2% | +269.1% |
| YTD | +354.8% | +51.6% | +303.2% | +296.0% |
| 1Y | +358.3% | +36.2% | +322.0% | +310.4% |
| 3Y | +724.9% | +1.7% | +723.2% | +680.1% |
| All | +1,145.9% | +160.1% | +985.8% | +902.6% |
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 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