+15.0%
EEM vs OXY
+45.4%
-30.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | -0.1% |
| 7D | -3.0% | -8.8% | +5.8% | -4.6% |
| 30D | -10.3% | -1.7% | -8.7% | -10.5% |
| 3M | -6.6% | +4.5% | -11.2% | -5.4% |
| 6M | -3.4% | -4.0% | +0.6% | -2.9% |
| YTD | +13.2% | +41.4% | -28.2% | +10.4% |
| 1Y | +15.0% | +45.9% | -30.9% | +12.2% |
| All | +15.0% | +45.4% | -30.4% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling