+138.3%
GOOGL vs OXY
+157.9%
-19.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | -3.2% | +4.0% | -7.2% | -3.6% |
| 3M | -6.6% | +7.6% | -14.2% | -7.4% |
| 6M | +8.5% | +16.2% | -7.7% | +5.9% |
| YTD | +6.5% | +50.8% | -44.4% | +0.1% |
| 1Y | +39.4% | +34.7% | +4.7% | +32.9% |
| 3Y | +146.2% | -1.0% | +147.2% | +140.7% |
| 5Y | +138.3% | +163.2% | -24.8% | +105.3% |
| All | +138.3% | +157.9% | -19.6% | +105.3% |
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