+154.6%
JPM vs OXY
+157.9%
-3.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -2.3% | +4.0% | -6.4% | -3.0% |
| 3M | +14.9% | +7.6% | +7.3% | +13.3% |
| 6M | +23.6% | +16.2% | +7.4% | +19.5% |
| YTD | +11.3% | +50.8% | -39.5% | +2.1% |
| 1Y | +19.9% | +34.7% | -14.8% | +12.1% |
| 3Y | +162.6% | -1.0% | +163.6% | +155.6% |
| 5Y | +154.6% | +163.2% | -8.6% | +93.7% |
| All | +154.6% | +157.9% | -3.3% | +93.7% |
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