+303.5%
EWY vs OXY
+7.5%
+296.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.2% |
| 7D | -0.1% | +2.8% | -2.9% | -0.5% |
| 30D | +7.3% | +5.5% | +1.9% | +6.4% |
| 3M | -5.1% | +11.3% | -16.4% | -7.1% |
| 6M | +42.1% | +11.6% | +30.5% | +37.7% |
| YTD | +94.1% | +51.6% | +42.6% | +78.1% |
| 1Y | +147.8% | +36.2% | +111.6% | +131.2% |
| 3Y | +222.9% | +1.7% | +221.2% | +212.7% |
| 5Y | +150.6% | +164.5% | -13.9% | +99.5% |
| All | +303.5% | +7.5% | +296.0% | +254.0% |
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 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