+411.8%
GE vs OXY
+99.7%
+312.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.7% | +4.2% | -1.6% | +2.2% |
| 30D | +8.1% | -4.3% | +12.4% | +8.4% |
| 3M | -7.9% | +2.3% | -10.1% | -8.4% |
| 6M | +12.9% | +5.5% | +7.4% | +11.3% |
| YTD | +8.2% | +44.9% | -36.7% | -0.9% |
| 1Y | +9.7% | +42.6% | -32.9% | +0.6% |
| 3Y | +266.1% | +0.7% | +265.4% | +253.6% |
| All | +411.8% | +99.7% | +312.0% | +323.8% |
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