+2,413.6%
IBM vs OXY
+1,363.1%
+1,050.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | +0.3% | +11.6% | -11.3% | -2.0% |
| 3M | -21.6% | +2.8% | -24.4% | -22.3% |
| 6M | -4.7% | +13.0% | -17.7% | -7.8% |
| YTD | -19.1% | +47.4% | -66.5% | -26.0% |
| 1Y | -2.5% | +31.5% | -34.0% | -9.1% |
| 3Y | +74.2% | -1.9% | +76.1% | +69.5% |
| 5Y | +113.1% | +148.0% | -34.8% | +63.8% |
| 10Y | +133.5% | +2.3% | +131.3% | +85.1% |
| All | +2,413.6% | +1,363.1% | +1,050.5% | +1,196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling