-42.6%
INTU vs OXY
+164.6%
-207.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.7% |
| 7D | -8.5% | +0.6% | -9.1% | -8.6% |
| 30D | -6.1% | +4.5% | -10.6% | -6.8% |
| 3M | +7.3% | +8.9% | -1.6% | +5.7% |
| 6M | -33.2% | +12.5% | -45.7% | -34.6% |
| YTD | -52.2% | +50.5% | -102.6% | -55.4% |
| 1Y | -52.7% | +38.6% | -91.3% | -55.4% |
| 3Y | -41.6% | -1.2% | -40.4% | -42.9% |
| 5Y | -42.6% | +161.6% | -204.3% | -47.0% |
| All | -42.6% | +164.6% | -207.2% | -47.0% |
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