+387.6%
EFA vs OXY
+774.9%
-387.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -1.3% | +4.5% | -5.9% | -2.6% |
| 3M | +5.2% | +8.9% | -3.7% | +2.2% |
| 6M | +9.4% | +12.5% | -3.1% | +4.1% |
| YTD | +12.7% | +50.5% | -37.8% | -1.7% |
| 1Y | +19.3% | +38.6% | -19.3% | +6.0% |
| 3Y | +66.3% | -1.2% | +67.6% | +59.2% |
| 5Y | +53.4% | +161.6% | -108.3% | +2.2% |
| 10Y | +144.4% | +5.3% | +139.1% | +76.3% |
| All | +387.6% | +774.9% | -387.4% | +36.0% |
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 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