+42.5%
GS vs OXY
+34.1%
+8.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | 0.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.3% |
| 30D | +0.2% | +8.5% | -8.3% | +1.9% |
| 3M | -0.3% | +6.0% | -6.3% | +1.2% |
| 6M | +27.4% | +13.0% | +14.4% | +29.5% |
| YTD | +19.6% | +48.9% | -29.2% | +21.9% |
| 1Y | +42.5% | +36.4% | +6.1% | +46.7% |
| All | +42.5% | +34.1% | +8.3% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling