+77.4%
IBM vs OXY
-1.9%
+79.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.3% |
| 7D | +3.6% | +0.6% | +2.9% | +3.5% |
| 30D | +1.5% | +4.5% | -3.0% | +1.2% |
| 3M | -12.9% | +8.9% | -21.8% | -13.6% |
| 6M | -3.9% | +12.5% | -16.4% | -5.3% |
| YTD | -17.3% | +50.5% | -67.8% | -21.9% |
| 1Y | -5.0% | +38.6% | -43.6% | -9.3% |
| All | +77.4% | -1.9% | +79.2% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling