+147.3%
IBM vs OXY
+19.5%
+127.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | +4.2% | -2.6% | +0.9% |
| 30D | +9.2% | -4.3% | +13.5% | +9.9% |
| 3M | +4.9% | +2.3% | +2.6% | +4.4% |
| 6M | +16.8% | +5.5% | +11.2% | +15.3% |
| YTD | -14.3% | +44.9% | -59.2% | -20.5% |
| 1Y | -16.7% | +42.6% | -59.3% | -22.5% |
| 3Y | +82.2% | +0.7% | +81.5% | +77.5% |
| 5Y | +149.9% | +96.9% | +53.1% | +107.7% |
| All | +147.3% | +19.5% | +127.8% | +106.5% |
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