-18.2%
META vs OXY
+34.1%
-52.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.3% |
| 7D | +6.0% | -0.5% | +6.5% | +5.9% |
| 30D | +3.6% | +8.5% | -4.9% | +5.7% |
| 3M | +4.9% | +6.0% | -1.1% | +7.0% |
| 6M | -4.7% | +13.0% | -17.7% | -3.1% |
| YTD | -6.9% | +48.9% | -55.8% | -4.8% |
| 1Y | -18.2% | +36.4% | -54.6% | -15.9% |
| All | -18.2% | +34.1% | -52.3% | -15.9% |
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