+262.7%
GE vs OXY
-1.9%
+264.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.8% |
| 7D | -1.2% | +0.6% | -1.9% | -1.2% |
| 30D | -11.3% | +4.5% | -15.8% | -11.3% |
| 3M | -1.4% | +8.9% | -10.3% | -1.5% |
| 6M | +1.2% | +12.5% | -11.2% | -0.8% |
| YTD | +5.9% | +50.5% | -44.5% | -2.5% |
| 1Y | +18.4% | +38.6% | -20.2% | +10.7% |
| All | +262.7% | -1.9% | +264.6% | +252.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling