+11,186.3%
JPM vs OXY
+1,363.1%
+9,823.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.3% | +1.6% | -1.3% | -0.3% |
| 30D | -0.2% | +11.6% | -11.7% | -3.9% |
| 3M | +15.9% | +2.8% | +13.1% | +14.0% |
| 6M | +20.9% | +13.0% | +7.9% | +13.8% |
| YTD | +12.9% | +47.4% | -34.5% | -3.5% |
| 1Y | +20.3% | +31.5% | -11.2% | +6.4% |
| 3Y | +160.9% | -1.9% | +162.9% | +149.0% |
| 5Y | +154.8% | +148.0% | +6.9% | +61.5% |
| 10Y | +591.1% | +2.3% | +588.8% | +371.9% |
| All | +11,186.3% | +1,363.1% | +9,823.2% | +3,542.6% |
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