+856.1%
EEM vs OXY
+663.1%
+192.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +4.9% | +8.5% | -3.6% | +1.8% |
| 3M | +5.2% | +6.0% | -0.8% | +2.3% |
| 6M | +20.7% | +13.0% | +7.7% | +13.0% |
| YTD | +26.5% | +48.9% | -22.4% | +6.7% |
| 1Y | +37.8% | +36.4% | +1.4% | +19.3% |
| 3Y | +91.0% | -2.3% | +93.3% | +80.9% |
| 5Y | +47.0% | +160.6% | -113.6% | -13.0% |
| 10Y | +125.6% | +2.0% | +123.6% | +49.8% |
| All | +856.1% | +663.1% | +192.9% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling