+16.1%
JPM vs OXY
+45.4%
-29.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +3.7% |
| 7D | +3.8% | -8.8% | +12.6% | +3.0% |
| 30D | +6.5% | -1.7% | +8.1% | +6.2% |
| 3M | -1.0% | +4.5% | -5.6% | -0.5% |
| 6M | +15.5% | -4.0% | +19.5% | +15.4% |
| YTD | +11.4% | +41.4% | -30.0% | +8.5% |
| 1Y | +16.1% | +45.9% | -29.8% | +12.9% |
| All | +16.1% | +45.4% | -29.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling