+13,164.2%
GOOG vs OXY
+345.6%
+12,818.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -7.7% | +4.5% | -12.2% | -8.6% |
| 3M | -9.3% | +8.9% | -18.2% | -11.4% |
| 6M | +7.4% | +12.5% | -5.0% | +3.2% |
| YTD | +4.9% | +50.5% | -45.6% | -6.1% |
| 1Y | +37.2% | +38.6% | -1.4% | +24.7% |
| 3Y | +141.6% | -1.2% | +142.9% | +133.2% |
| 5Y | +128.8% | +161.6% | -32.9% | +66.8% |
| 10Y | +772.7% | +5.3% | +767.4% | +585.2% |
| All | +13,164.2% | +345.6% | +12,818.6% | +6,612.0% |
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 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