+20.0%
GE vs OXY
+32.4%
-12.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -1.1% |
| 30D | -11.6% | +11.6% | -23.1% | -8.6% |
| 3M | +3.0% | +2.8% | +0.2% | +4.9% |
| 6M | -0.5% | +13.0% | -13.6% | +0.3% |
| YTD | +9.7% | +47.4% | -37.6% | +8.1% |
| 1Y | +20.0% | +31.5% | -11.4% | +21.3% |
| All | +20.0% | +32.4% | -12.3% | +21.3% |
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