+170.5%
GM vs OXY
-1.2%
+171.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.4% | +2.8% | -5.3% | -2.9% |
| 30D | -1.1% | +5.5% | -6.6% | -2.0% |
| 3M | +6.1% | +11.3% | -5.2% | +4.1% |
| 6M | +15.0% | +11.6% | +3.4% | +10.8% |
| YTD | +6.0% | +51.6% | -45.6% | -8.3% |
| 1Y | +47.1% | +36.2% | +10.9% | +31.7% |
| 3Y | +170.5% | +1.7% | +168.8% | +163.4% |
| All | +170.5% | -1.2% | +171.7% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling