+128.5%
EEM vs OXY
+7.5%
+121.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -1.7% |
| 30D | +2.1% | +5.5% | -3.4% | +1.2% |
| 3M | +1.0% | +11.3% | -10.3% | -0.9% |
| 6M | +15.9% | +11.6% | +4.3% | +12.9% |
| YTD | +24.6% | +51.6% | -26.9% | +15.3% |
| 1Y | +32.3% | +36.2% | -3.9% | +24.2% |
| 3Y | +85.9% | +1.7% | +84.2% | +80.8% |
| 5Y | +45.4% | +164.5% | -119.1% | +17.1% |
| All | +128.5% | +7.5% | +121.0% | +105.0% |
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 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