+422.4%
GE vs OXY
+156.7%
+265.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -11.9% | +3.6% | -15.5% | -12.4% |
| 3M | +1.8% | +7.1% | -5.3% | +0.7% |
| 6M | -0.6% | +15.7% | -16.3% | -4.3% |
| YTD | +5.5% | +50.1% | -44.6% | -3.9% |
| 1Y | +15.0% | +34.1% | -19.1% | +6.9% |
| 3Y | +269.5% | -1.5% | +271.0% | +259.6% |
| 5Y | +422.4% | +162.0% | +260.5% | +277.5% |
| All | +422.4% | +156.7% | +265.7% | +277.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling