+62.4%
EWY vs OXY
+45.4%
+17.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.2% | -3.4% |
| 7D | -8.3% | -8.8% | +0.5% | -10.8% |
| 30D | -20.5% | -1.7% | -18.9% | -20.7% |
| 3M | -11.1% | +4.5% | -15.7% | -9.1% |
| 6M | -7.0% | -4.0% | -3.0% | -5.7% |
| YTD | +56.5% | +41.4% | +15.1% | +48.0% |
| 1Y | +62.4% | +45.9% | +16.5% | +53.8% |
| All | +62.4% | +45.4% | +17.0% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling