+116.3%
IBM vs OXY
+157.9%
-41.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -1.8% | +4.0% | -5.9% | -2.3% |
| 3M | -13.5% | +7.6% | -21.1% | -14.2% |
| 6M | -5.1% | +16.2% | -21.3% | -7.0% |
| YTD | -19.4% | +50.8% | -70.2% | -23.7% |
| 1Y | -6.5% | +34.7% | -41.2% | -10.4% |
| 3Y | +73.8% | -1.0% | +74.8% | +70.4% |
| 5Y | +116.3% | +163.2% | -46.9% | +79.6% |
| All | +116.3% | +157.9% | -41.6% | +79.6% |
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 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