+52.4%
GEV vs OXY
+45.4%
+7.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -10.4% |
| 7D | -5.1% | -8.8% | +3.6% | -7.2% |
| 30D | -15.8% | -1.7% | -14.1% | -16.0% |
| 3M | -18.2% | +4.5% | -22.7% | -16.9% |
| 6M | -22.4% | -4.0% | -18.4% | -21.7% |
| YTD | +27.7% | +41.4% | -13.6% | +40.3% |
| 1Y | +52.4% | +45.9% | +6.5% | +78.9% |
| All | +52.4% | +45.4% | +7.0% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling