+147.5%
GE vs OXY
+7.5%
+140.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -4.0% | +2.8% | -6.8% | -4.7% |
| 30D | -11.4% | +5.5% | -16.9% | -12.8% |
| 3M | -2.6% | +11.3% | -13.9% | -6.1% |
| 6M | -0.3% | +11.6% | -11.9% | -5.6% |
| YTD | +5.4% | +51.6% | -46.2% | -9.3% |
| 1Y | +15.5% | +36.2% | -20.7% | +2.2% |
| 3Y | +260.8% | +1.7% | +259.1% | +240.9% |
| 5Y | +421.6% | +164.5% | +257.2% | +240.0% |
| All | +147.5% | +7.5% | +140.0% | +69.2% |
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