+143.8%
IBM vs OXY
+7.5%
+136.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.6% | +2.8% | +0.7% | +3.1% |
| 30D | +3.1% | +5.5% | -2.4% | +2.2% |
| 3M | -10.8% | +11.3% | -22.2% | -12.6% |
| 6M | -0.8% | +11.6% | -12.4% | -3.2% |
| YTD | -16.2% | +51.6% | -67.8% | -22.7% |
| 1Y | -2.9% | +36.2% | -39.1% | -9.0% |
| 3Y | +79.8% | +1.7% | +78.1% | +74.8% |
| 5Y | +124.9% | +164.5% | -39.6% | +76.5% |
| All | +143.8% | +7.5% | +136.3% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling