+83.6%
EEM vs OXY
-1.7%
+85.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | +2.4% | +4.0% | -1.6% | +2.2% |
| 3M | +4.2% | +7.6% | -3.4% | +3.8% |
| 6M | +14.8% | +16.2% | -1.4% | +12.0% |
| YTD | +23.1% | +50.8% | -27.7% | +14.3% |
| 1Y | +32.5% | +34.7% | -2.2% | +25.5% |
| All | +83.6% | -1.7% | +85.3% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling