+136.0%
GOOG vs OXY
+160.1%
-24.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | 0.0% | +2.8% | -2.8% | -0.2% |
| 30D | -2.0% | +5.5% | -7.4% | -2.5% |
| 3M | -5.9% | +11.3% | -17.2% | -6.9% |
| 6M | +8.9% | +11.6% | -2.7% | +6.9% |
| YTD | +7.1% | +51.6% | -44.5% | +0.6% |
| 1Y | +39.7% | +36.2% | +3.5% | +32.9% |
| 3Y | +145.8% | +1.7% | +144.1% | +139.5% |
| All | +136.0% | +160.1% | -24.1% | +103.6% |
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