+86.4%
META vs OXY
+99.7%
-13.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +5.2% | +4.2% | +1.0% | +4.7% |
| 30D | -13.0% | -4.3% | -8.7% | -12.7% |
| 3M | +7.9% | +2.3% | +5.7% | +7.5% |
| 6M | +4.2% | +5.5% | -1.3% | +3.3% |
| YTD | -2.5% | +44.9% | -47.4% | -9.1% |
| 1Y | +5.6% | +42.6% | -37.0% | -1.4% |
| 3Y | +96.8% | +0.7% | +96.1% | +90.0% |
| All | +86.4% | +99.7% | -13.3% | +60.1% |
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