+1,527.5%
META vs OXY
+20.2%
+1,507.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +6.7% | +1.6% | +5.1% | +6.5% |
| 30D | +4.8% | +11.6% | -6.8% | +3.2% |
| 3M | -1.6% | +2.8% | -4.4% | -2.3% |
| 6M | -7.5% | +13.0% | -20.5% | -9.9% |
| YTD | -6.4% | +47.4% | -53.8% | -12.5% |
| 1Y | -17.3% | +31.5% | -48.8% | -21.6% |
| 3Y | +109.9% | -1.9% | +111.9% | +105.3% |
| 5Y | +65.4% | +148.0% | -82.6% | +38.4% |
| 10Y | +391.8% | +2.3% | +389.5% | +347.3% |
| All | +1,527.5% | +20.2% | +1,507.3% | +1,363.4% |
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