+163.4%
JPM vs OXY
-1.2%
+164.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.7% | +2.8% | -3.5% | -1.0% |
| 30D | -2.5% | +5.5% | -7.9% | -3.2% |
| 3M | +14.1% | +11.3% | +2.8% | +12.3% |
| 6M | +25.1% | +11.6% | +13.5% | +21.8% |
| YTD | +12.1% | +51.6% | -39.4% | +1.2% |
| 1Y | +18.8% | +36.2% | -17.4% | +9.9% |
| 3Y | +163.4% | +1.7% | +161.7% | +156.3% |
| All | +163.4% | -1.2% | +164.6% | +156.3% |
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