+142.8%
EFA vs OXY
+7.5%
+135.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.5% | +2.8% | -4.4% | -1.9% |
| 30D | -1.7% | +5.5% | -7.1% | -2.4% |
| 3M | +3.5% | +11.3% | -7.8% | +1.7% |
| 6M | +9.5% | +11.6% | -2.1% | +6.9% |
| YTD | +12.9% | +51.6% | -38.7% | +5.0% |
| 1Y | +18.2% | +36.2% | -18.0% | +11.5% |
| 3Y | +64.8% | +1.7% | +63.1% | +60.7% |
| 5Y | +53.9% | +164.5% | -110.6% | +26.3% |
| All | +142.8% | +7.5% | +135.3% | +111.6% |
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 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