+2,883.5%
GE vs OXY
+1,363.1%
+1,520.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.6% | +1.6% | -3.2% | -2.1% |
| 30D | -11.6% | +11.6% | -23.1% | -14.6% |
| 3M | +3.0% | +2.8% | +0.2% | +1.2% |
| 6M | -0.5% | +13.0% | -13.6% | -6.7% |
| YTD | +9.7% | +47.4% | -37.6% | -5.7% |
| 1Y | +20.0% | +31.5% | -11.4% | +6.4% |
| 3Y | +275.8% | -1.9% | +277.8% | +256.8% |
| 5Y | +429.1% | +148.0% | +281.1% | +248.8% |
| 10Y | +151.2% | +2.3% | +148.9% | +79.2% |
| All | +2,883.5% | +1,363.1% | +1,520.5% | +955.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling