+231.1%
GM vs OXY
+7.5%
+223.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.4% | +2.8% | -5.3% | -3.2% |
| 30D | -1.1% | +5.5% | -6.6% | -2.6% |
| 3M | +6.1% | +11.3% | -5.2% | +2.4% |
| 6M | +15.0% | +11.6% | +3.4% | +9.3% |
| YTD | +6.0% | +51.6% | -45.6% | -8.5% |
| 1Y | +47.1% | +36.2% | +10.9% | +30.6% |
| 3Y | +170.5% | +1.7% | +168.8% | +158.0% |
| 5Y | +80.5% | +164.5% | -84.0% | +23.7% |
| All | +231.1% | +7.5% | +223.6% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling