+81.9%
META vs OXY
+78.7%
+3.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -11.9% | +11.1% | +0.4% |
| 30D | -15.4% | -3.1% | -12.3% | -15.2% |
| 3M | +3.5% | +1.1% | +2.4% | +3.2% |
| 6M | -0.3% | +3.2% | -3.5% | -1.1% |
| YTD | -7.3% | +39.0% | -46.4% | -13.3% |
| 1Y | -1.1% | +42.7% | -43.8% | -7.9% |
| 3Y | +95.1% | -3.5% | +98.6% | +89.2% |
| All | +81.9% | +78.7% | +3.2% | +59.6% |
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 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