-0.8%
MSFT vs OXY
+38.2%
-39.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -3.5% | +1.4% | -4.8% | -3.4% |
| 30D | -2.1% | +4.0% | -6.1% | -1.8% |
| 3M | +24.2% | +7.6% | +16.6% | +24.9% |
| 6M | +21.9% | +16.2% | +5.7% | +22.9% |
| YTD | +2.5% | +50.8% | -48.4% | +5.3% |
| 1Y | -0.8% | +34.7% | -35.5% | +2.3% |
| All | -0.8% | +38.2% | -39.0% | +2.3% |
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