+108.3%
META vs OXY
-3.3%
+111.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +6.7% | +1.6% | +5.1% | +6.6% |
| 30D | +4.8% | +11.6% | -6.8% | +4.3% |
| 3M | -1.6% | +2.8% | -4.4% | -1.6% |
| 6M | -7.5% | +13.0% | -20.5% | -9.4% |
| YTD | -6.4% | +47.4% | -53.8% | -12.8% |
| 1Y | -17.3% | +31.5% | -48.8% | -21.4% |
| All | +108.3% | -3.3% | +111.6% | +89.5% |
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