+1,250.3%
EWY vs OXY
+1,018.4%
+231.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +6.7% | +0.6% | +6.0% | +6.4% |
| 30D | +17.0% | +4.5% | +12.4% | +15.2% |
| 3M | +3.7% | +8.9% | -5.2% | -0.2% |
| 6M | +42.5% | +12.5% | +30.0% | +33.5% |
| YTD | +96.2% | +50.5% | +45.8% | +66.7% |
| 1Y | +160.4% | +38.6% | +121.8% | +126.0% |
| 3Y | +231.7% | -1.2% | +232.9% | +213.4% |
| 5Y | +153.3% | +161.6% | -8.4% | +58.0% |
| 10Y | +308.8% | +5.3% | +303.5% | +176.9% |
| All | +1,250.3% | +1,018.4% | +231.9% | +356.7% |
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